+192.3%
NI vs FICO
+544.1%
-351.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | +0.6% | +4.0% | -3.4% | 0.0% |
| 30D | +11.2% | -1.5% | +12.7% | +11.2% |
| 3M | +9.2% | -29.8% | +39.0% | +13.4% |
| 6M | -1.8% | -33.3% | +31.4% | +1.8% |
| YTD | +12.0% | -56.9% | +68.9% | +24.5% |
| 1Y | +6.4% | -59.5% | +65.9% | +19.7% |
| 3Y | +99.4% | -26.9% | +126.2% | +89.9% |
| 5Y | +113.1% | +92.9% | +20.2% | +54.5% |
| 10Y | +192.3% | +539.5% | -347.2% | +74.7% |
| All | +192.3% | +544.1% | -351.9% | +74.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 10y: compounded portfolio wealth divided by compounded FICO 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…
10y analysis · Full analysis span regression · 6 months rolling