+327.8%
FICO vs NVT
+487.2%
-159.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +7.7% | -5.0% | +0.6% |
| 7D | -0.1% | -7.5% | +7.4% | +1.5% |
| 30D | +8.4% | -31.5% | +40.0% | +18.9% |
| 3M | -30.5% | -30.4% | -0.1% | -25.1% |
| 6M | -35.7% | -32.5% | -3.3% | -31.7% |
| YTD | -57.2% | +12.9% | -70.1% | -63.8% |
| 1Y | -58.4% | +3.7% | -62.1% | -63.8% |
| 3Y | -24.8% | +135.8% | -160.6% | -58.3% |
| 5Y | +79.3% | +232.7% | -153.4% | -18.9% |
| All | +327.8% | +487.2% | -159.4% | +29.6% |
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