+123.7%
NOK vs FICO
+535.6%
-411.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.7% |
| 7D | -2.7% | +0.9% | -3.6% | -2.8% |
| 30D | -20.4% | +9.4% | -29.8% | -22.2% |
| 3M | -9.6% | -30.4% | +20.8% | -6.0% |
| 6M | -35.6% | -35.1% | -0.5% | -33.5% |
| YTD | +27.5% | -56.8% | +84.3% | +42.7% |
| 1Y | +18.4% | -58.4% | +76.8% | +33.5% |
| 3Y | +151.8% | -26.7% | +178.5% | +130.8% |
| 5Y | +61.1% | +88.0% | -26.9% | +8.1% |
| 10Y | +123.7% | +545.7% | -422.0% | -27.3% |
| All | +123.7% | +535.6% | -411.9% | -27.3% |
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