+5,476.5%
NI vs FICO
+78,963.7%
-73,487.2%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -2.0% |
| 7D | 0.0% | -0.3% | +0.2% | 0.0% |
| 30D | +10.0% | +1.7% | +8.3% | +9.5% |
| 3M | +4.3% | -35.2% | +39.5% | +7.9% |
| 6M | -6.5% | -33.7% | +27.1% | -4.1% |
| YTD | +9.3% | -58.2% | +67.4% | +17.1% |
| 1Y | +6.4% | -56.6% | +63.0% | +13.5% |
| 3Y | +89.1% | -24.0% | +113.0% | +86.5% |
| 5Y | +106.1% | +86.1% | +20.1% | +81.7% |
| 10Y | +178.5% | +522.8% | -344.3% | +115.9% |
| All | +5,476.5% | +78,963.7% | -73,487.2% | +3,180.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling