+189.0%
NI vs FICO
+535.6%
-346.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.4% | +0.4% |
| 7D | +1.5% | +0.9% | +0.6% | +1.4% |
| 30D | +11.9% | +9.4% | +2.4% | +10.0% |
| 3M | +9.1% | -30.4% | +39.5% | +13.5% |
| 6M | -1.8% | -35.1% | +33.4% | +2.4% |
| YTD | +11.4% | -56.8% | +68.1% | +23.8% |
| 1Y | +6.4% | -58.4% | +64.8% | +19.0% |
| 3Y | +98.2% | -26.7% | +124.9% | +88.7% |
| 5Y | +110.1% | +88.0% | +22.0% | +53.3% |
| 10Y | +189.0% | +545.7% | -356.7% | +72.7% |
| All | +189.0% | +535.6% | -346.6% | +72.7% |
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