+451.0%
FICO vs NVT
+699.2%
-248.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +2.6% | -19.3% | -17.5% |
| 7D | -19.2% | +5.1% | -24.3% | -20.6% |
| 30D | -14.6% | -3.7% | -10.9% | -14.1% |
| 3M | -20.1% | -10.1% | -9.9% | -19.5% |
| 6M | -36.3% | +37.5% | -73.8% | -46.7% |
| YTD | -44.9% | +53.7% | -98.6% | -56.4% |
| 1Y | -38.6% | +70.9% | -109.5% | -54.2% |
| 3Y | +4.0% | +180.4% | -176.4% | -42.5% |
| 5Y | +99.5% | +393.5% | -293.9% | -19.3% |
| All | +451.0% | +699.2% | -248.2% | +56.5% |
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