+62.3%
NOK vs FICO
+87.6%
-25.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.8% |
| 7D | +11.0% | +1.4% | +9.6% | +10.9% |
| 30D | -16.0% | -0.8% | -15.2% | -16.3% |
| 3M | -19.8% | -31.3% | +11.5% | -17.8% |
| 6M | -37.1% | -33.9% | -3.2% | -36.4% |
| YTD | +28.0% | -57.6% | +85.5% | +38.3% |
| 1Y | +17.9% | -59.7% | +77.6% | +28.5% |
| 3Y | +152.7% | -28.0% | +180.7% | +126.1% |
| 5Y | +62.3% | +91.0% | -28.7% | +9.9% |
| All | +62.3% | +87.6% | -25.3% | +9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling