-36.4%
FICO vs NVT
+72.6%
-109.0%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.5% | +7.8% | +4.6% |
| 7D | -10.6% | +7.0% | -17.6% | -8.6% |
| 30D | -6.3% | -2.3% | -4.0% | -6.6% |
| 3M | -19.7% | -3.1% | -16.7% | -17.7% |
| 6M | -31.8% | +47.0% | -78.8% | -27.5% |
| YTD | -41.8% | +56.2% | -98.1% | -38.5% |
| 1Y | -36.4% | +74.5% | -111.0% | -26.7% |
| All | -36.4% | +72.6% | -109.0% | -26.7% |
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