+1,181.9%
NOK vs FICO
+17,214.2%
-16,032.3%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +2.8% |
| 7D | -10.5% | -0.9% | -9.6% | -10.3% |
| 30D | -27.9% | +3.3% | -31.2% | -29.4% |
| 3M | -18.8% | -31.7% | +13.0% | -13.9% |
| 6M | -41.9% | -34.0% | -8.0% | -39.5% |
| YTD | +18.4% | -58.3% | +76.7% | +37.8% |
| 1Y | +10.9% | -57.9% | +68.8% | +28.4% |
| 3Y | +137.9% | -24.1% | +161.9% | +121.2% |
| 5Y | +47.8% | +85.3% | -37.5% | +2.5% |
| 10Y | +116.4% | +520.3% | -403.9% | -1.7% |
| All | +1,181.9% | +17,214.2% | -16,032.3% | +174.9% |
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