+481.1%
FICO vs NVT
+712.1%
-231.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.5% | +7.8% | +6.1% |
| 7D | -10.6% | +7.0% | -17.6% | -12.7% |
| 30D | -6.3% | -2.3% | -4.0% | -6.3% |
| 3M | -19.7% | -3.1% | -16.7% | -21.4% |
| 6M | -31.8% | +47.0% | -78.8% | -44.3% |
| YTD | -41.8% | +56.2% | -98.1% | -54.2% |
| 1Y | -36.4% | +74.5% | -111.0% | -52.9% |
| 3Y | +9.3% | +184.0% | -174.7% | -39.8% |
| 5Y | +113.0% | +410.8% | -297.8% | -15.1% |
| All | +481.1% | +712.1% | -231.0% | +64.0% |
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 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