+101.7%
FICO vs NVT
+425.5%
-323.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.2% | -4.1% | -0.6% |
| 7D | -15.4% | +10.4% | -25.8% | -16.9% |
| 30D | -10.4% | -1.3% | -9.1% | -10.5% |
| 3M | -22.7% | -0.6% | -22.1% | -23.6% |
| 6M | -36.8% | +53.8% | -90.5% | -45.4% |
| YTD | -44.8% | +60.2% | -105.0% | -53.4% |
| 1Y | -39.3% | +76.8% | -116.1% | -50.9% |
| 3Y | +3.7% | +191.2% | -187.5% | -35.8% |
| 5Y | +101.7% | +430.9% | -329.2% | -10.6% |
| All | +101.7% | +425.5% | -323.8% | -10.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling