+6.4%
NI vs FICO
-58.1%
+64.5%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.4% | +0.5% |
| 7D | +1.5% | +0.9% | +0.6% | +1.5% |
| 30D | +11.9% | +9.4% | +2.4% | +11.8% |
| 3M | +9.1% | -30.4% | +39.5% | +8.7% |
| 6M | -1.8% | -35.1% | +33.4% | -2.3% |
| YTD | +11.4% | -56.8% | +68.1% | +14.2% |
| 1Y | +6.4% | -58.4% | +64.8% | +9.4% |
| All | +6.4% | -58.1% | +64.5% | +9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling