-58.8%
FICO vs NVT
+1.5%
-60.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +7.7% | -5.0% | +4.7% |
| 7D | -0.1% | -7.5% | +7.4% | -2.0% |
| 30D | +8.4% | -31.5% | +40.0% | -2.5% |
| 3M | -30.5% | -30.4% | -0.1% | -36.6% |
| 6M | -35.7% | -32.5% | -3.3% | -39.6% |
| YTD | -57.2% | +12.9% | -70.1% | -57.7% |
| All | -58.8% | +1.5% | -60.3% | -59.3% |
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