-56.4%
FICO vs NVT
+3.0%
-59.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -12.7% | +9.5% | -6.9% |
| 7D | +0.4% | -19.5% | +19.9% | -5.8% |
| 30D | +1.7% | -32.4% | +34.1% | -8.8% |
| 3M | -33.0% | -30.3% | -2.7% | -38.9% |
| 6M | -33.9% | -30.4% | -3.4% | -37.8% |
| YTD | -58.5% | +11.3% | -69.9% | -59.3% |
| 1Y | -56.4% | +3.6% | -59.9% | -57.0% |
| All | -56.4% | +3.0% | -59.3% | -57.0% |
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