+98.7%
NI vs FICO
-19.7%
+118.4%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.7% | -0.7% | +1.9% |
| 7D | +0.4% | -0.1% | +0.5% | +0.4% |
| 30D | +11.3% | +8.4% | +2.9% | +10.8% |
| 3M | +6.5% | -30.5% | +37.0% | +7.6% |
| 6M | -2.3% | -35.7% | +33.5% | -1.2% |
| YTD | +10.8% | -57.2% | +68.0% | +15.4% |
| 1Y | +6.2% | -58.4% | +64.6% | +10.9% |
| 3Y | +98.7% | -24.8% | +123.5% | +89.8% |
| All | +98.7% | -19.7% | +118.4% | +89.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling