+5,058.9%
NI vs FICO
+104,095.6%
-99,036.6%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -16.7% | +16.0% | +1.1% |
| 7D | +2.0% | -19.2% | +21.2% | +4.1% |
| 30D | -3.5% | -14.6% | +11.1% | -2.2% |
| 3M | -9.1% | -20.1% | +11.0% | -7.6% |
| 6M | -11.8% | -36.3% | +24.5% | -8.7% |
| YTD | +1.1% | -44.9% | +45.9% | +6.1% |
| 1Y | +6.7% | -38.6% | +45.3% | +10.3% |
| 3Y | +71.1% | +4.0% | +67.1% | +64.5% |
| 5Y | +94.3% | +99.5% | -5.2% | +71.6% |
| 10Y | +135.8% | +604.7% | -468.9% | +81.6% |
| All | +5,058.9% | +104,095.6% | -99,036.6% | +2,873.9% |
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