+127.9%
NOK vs FICO
+527.0%
-399.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.6% |
| 7D | +5.4% | +2.2% | +3.1% | +5.0% |
| 30D | -14.1% | +0.1% | -14.2% | -14.7% |
| 3M | -23.6% | -35.2% | +11.6% | -19.4% |
| 6M | -45.1% | -32.4% | -12.8% | -43.8% |
| YTD | +24.7% | -57.4% | +82.1% | +39.9% |
| 1Y | +19.0% | -58.5% | +77.6% | +34.2% |
| 3Y | +147.0% | -28.9% | +175.9% | +128.0% |
| 5Y | +58.2% | +91.7% | -33.5% | +5.4% |
| All | +127.9% | +527.0% | -399.1% | -25.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling