+5,440.1%
NI vs FICO
+78,645.2%
-73,205.0%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.2% | -0.6% |
| 7D | -0.9% | -0.9% | 0.0% | -0.9% |
| 30D | +9.6% | +3.3% | +6.3% | +9.0% |
| 3M | +2.5% | -31.7% | +34.2% | +5.4% |
| 6M | -5.8% | -34.0% | +28.2% | -3.3% |
| YTD | +8.6% | -58.3% | +66.9% | +16.3% |
| 1Y | +6.0% | -57.9% | +63.9% | +13.4% |
| 3Y | +91.0% | -24.1% | +115.1% | +88.5% |
| 5Y | +104.8% | +85.3% | +19.5% | +80.6% |
| 10Y | +176.7% | +520.3% | -343.6% | +114.6% |
| All | +5,440.1% | +78,645.2% | -73,205.0% | +3,160.2% |
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