+104,095.6%
FICO vs NTRS
+7,693.4%
+96,402.1%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | 0.0% | -16.7% | -16.7% |
| 7D | -19.2% | +0.4% | -19.6% | -19.3% |
| 30D | -14.6% | +1.7% | -16.3% | -15.2% |
| 3M | -20.1% | +8.9% | -28.9% | -23.1% |
| 6M | -36.3% | +30.6% | -66.9% | -43.0% |
| YTD | -44.9% | +38.7% | -83.5% | -51.8% |
| 1Y | -38.6% | +48.1% | -86.7% | -47.7% |
| 3Y | +4.0% | +165.5% | -161.5% | -29.9% |
| 5Y | +99.5% | +85.6% | +14.0% | +50.5% |
| 10Y | +604.7% | +246.1% | +358.6% | +310.1% |
| All | +104,095.6% | +7,693.4% | +96,402.1% | +42,240.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded NTRS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling