-14.2%
FICO vs NVD
-98.8%
+84.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +8.7% | -6.0% | +3.4% |
| 7D | -0.1% | +23.8% | -23.8% | +1.7% |
| 30D | +8.4% | +57.0% | -48.6% | +12.4% |
| 3M | -30.5% | +41.6% | -72.1% | -28.3% |
| 6M | -35.7% | +17.6% | -53.3% | -34.3% |
| YTD | -57.2% | -21.4% | -35.8% | -57.6% |
| 1Y | -58.4% | -23.3% | -35.1% | -58.8% |
| 3Y | -24.8% | -98.7% | +73.9% | -52.2% |
| All | -14.2% | -98.8% | +84.6% | -46.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling