-36.3%
FICO vs NVT
+38.1%
-74.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +2.6% | -19.3% | -15.6% |
| 7D | -19.2% | +5.1% | -24.3% | -17.3% |
| 30D | -14.6% | -3.7% | -10.9% | -15.4% |
| 3M | -20.1% | -10.1% | -9.9% | -18.6% |
| 6M | -36.3% | +37.5% | -73.8% | -29.9% |
| All | -36.3% | +38.1% | -74.4% | -29.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling