+123.8%
NOK vs FICO
+544.0%
-420.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.7% | +4.1% | +6.4% |
| 7D | -1.4% | -0.1% | -1.4% | -1.4% |
| 30D | -21.0% | +8.4% | -29.5% | -22.7% |
| 3M | -12.6% | -30.5% | +17.9% | -9.1% |
| 6M | -36.2% | -35.7% | -0.5% | -34.0% |
| YTD | +26.4% | -57.2% | +83.6% | +41.7% |
| 1Y | +19.6% | -58.4% | +78.0% | +34.8% |
| 3Y | +152.6% | -24.8% | +177.4% | +129.6% |
| 5Y | +57.3% | +79.3% | -22.0% | +6.9% |
| 10Y | +123.8% | +531.6% | -407.9% | -25.4% |
| All | +123.8% | +544.0% | -420.2% | -25.4% |
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