-38.6%
FICO vs NVD
-61.9%
+23.3%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.4% | -15.3% | -16.6% |
| 7D | -19.2% | -11.1% | -8.1% | -18.7% |
| 30D | -14.6% | -13.3% | -1.3% | -14.2% |
| 3M | -20.1% | -19.8% | -0.3% | -18.6% |
| 6M | -36.3% | -48.8% | +12.5% | -34.7% |
| YTD | -44.9% | -49.7% | +4.8% | -43.8% |
| 1Y | -38.6% | -61.4% | +22.7% | -37.6% |
| All | -38.6% | -61.9% | +23.3% | -37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 1y: compounded portfolio wealth divided by compounded NVD 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…
1y analysis · Full analysis span regression · 6 months rolling