+325.7%
FICO vs NVT
+488.5%
-162.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.6% |
| 7D | +2.2% | +8.0% | -5.8% | 0.0% |
| 30D | +0.1% | -24.8% | +24.9% | +6.8% |
| 3M | -35.2% | -32.4% | -2.7% | -29.4% |
| 6M | -32.4% | -33.5% | +1.1% | -27.7% |
| YTD | -57.4% | +13.2% | -70.6% | -64.1% |
| 1Y | -58.5% | +9.0% | -67.5% | -64.6% |
| 3Y | -28.9% | +129.4% | -158.2% | -60.0% |
| 5Y | +91.7% | +230.1% | -138.4% | -12.9% |
| All | +325.7% | +488.5% | -162.8% | +28.8% |
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