+316.4%
FICO vs NVT
+445.0%
-128.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.0% | -8.4% | -2.6% |
| 7D | -0.9% | -15.7% | +14.7% | +3.3% |
| 30D | +3.3% | -36.6% | +39.9% | +15.8% |
| 3M | -31.7% | -34.8% | +3.1% | -25.0% |
| 6M | -34.0% | -38.2% | +4.3% | -28.0% |
| YTD | -58.3% | +4.8% | -63.2% | -64.0% |
| 1Y | -57.9% | -2.8% | -55.1% | -62.8% |
| 3Y | -24.1% | +119.5% | -143.6% | -57.1% |
| 5Y | +85.3% | +204.7% | -119.4% | -13.8% |
| All | +316.4% | +445.0% | -128.6% | +28.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling