+171.9%
NI vs FICO
+512.2%
-340.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.2% | -0.6% |
| 7D | -0.9% | -0.9% | 0.0% | -0.8% |
| 30D | +9.6% | +3.3% | +6.3% | +8.7% |
| 3M | +2.5% | -31.7% | +34.2% | +6.9% |
| 6M | -5.8% | -34.0% | +28.2% | -2.3% |
| YTD | +8.6% | -58.3% | +66.9% | +21.3% |
| 1Y | +6.0% | -57.9% | +63.9% | +18.1% |
| 3Y | +91.0% | -24.1% | +115.1% | +79.8% |
| 5Y | +104.8% | +85.3% | +19.5% | +49.3% |
| All | +171.9% | +512.2% | -340.3% | +63.5% |
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