-16.5%
FICO vs NVD
-98.9%
+82.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.5% | +5.1% | -0.8% |
| 7D | -0.9% | +16.8% | -17.8% | +0.4% |
| 30D | +3.3% | +54.3% | -51.0% | +7.0% |
| 3M | -31.7% | +24.3% | -56.0% | -30.3% |
| 6M | -34.0% | +0.6% | -34.6% | -33.4% |
| YTD | -58.3% | -27.7% | -30.6% | -59.0% |
| 1Y | -57.9% | -29.4% | -28.5% | -58.6% |
| 3Y | -24.1% | -98.8% | +74.8% | -52.3% |
| All | -16.5% | -98.9% | +82.4% | -47.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling