+10.6%
FICO vs NVD
-99.2%
+109.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.9% | -3.8% | +0.4% |
| 7D | -15.4% | -7.7% | -7.8% | -16.0% |
| 30D | -10.4% | -5.8% | -4.6% | -10.6% |
| 3M | -22.7% | -23.2% | +0.5% | -24.0% |
| 6M | -36.8% | -49.7% | +13.0% | -40.0% |
| YTD | -44.8% | -47.7% | +2.9% | -47.2% |
| 1Y | -39.3% | -61.3% | +22.0% | -43.5% |
| 3Y | +3.7% | -99.2% | +102.9% | -37.0% |
| All | +10.6% | -99.2% | +109.8% | -32.8% |
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