-38.6%
FICO vs NVT
+73.8%
-112.4%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +2.6% | -19.3% | -15.9% |
| 7D | -19.2% | +5.1% | -24.3% | -17.9% |
| 30D | -14.6% | -3.7% | -10.9% | -15.2% |
| 3M | -20.1% | -10.1% | -9.9% | -19.1% |
| 6M | -36.3% | +37.5% | -73.8% | -32.8% |
| YTD | -44.9% | +53.7% | -98.6% | -42.0% |
| 1Y | -38.6% | +70.9% | -109.5% | -30.4% |
| All | -38.6% | +73.8% | -112.4% | -30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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