+97.0%
NI vs FICO
+99.8%
-2.8%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -16.7% | +16.0% | +0.9% |
| 7D | +2.0% | -19.2% | +21.2% | +3.9% |
| 30D | -3.5% | -14.6% | +11.1% | -2.4% |
| 3M | -9.1% | -20.1% | +11.0% | -7.9% |
| 6M | -11.8% | -36.3% | +24.5% | -8.6% |
| YTD | +1.1% | -44.9% | +45.9% | +6.5% |
| 1Y | +6.7% | -38.6% | +45.3% | +10.3% |
| 3Y | +71.1% | +4.0% | +67.1% | +59.1% |
| All | +97.0% | +99.8% | -2.8% | +51.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling