+331.9%
FICO vs NVT
+477.1%
-145.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.4% |
| 7D | +0.9% | -13.0% | +13.8% | +4.2% |
| 30D | +9.4% | -32.7% | +42.2% | +20.6% |
| 3M | -30.4% | -30.6% | +0.2% | -24.9% |
| 6M | -35.1% | -33.6% | -1.5% | -30.8% |
| YTD | -56.8% | +11.0% | -67.8% | -63.3% |
| 1Y | -58.4% | +0.8% | -59.2% | -63.5% |
| 3Y | -26.7% | +125.7% | -152.4% | -58.6% |
| 5Y | +88.0% | +231.1% | -143.1% | -15.1% |
| All | +331.9% | +477.1% | -145.3% | +31.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling