+501.5%
NOW vs FICO
+514.7%
-13.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.9% | -6.8% | -6.4% |
| 7D | -6.7% | -0.3% | -6.4% | -6.6% |
| 30D | -25.8% | +1.7% | -27.5% | -27.8% |
| 3M | -12.7% | -35.2% | +22.5% | +3.3% |
| 6M | +11.2% | -33.7% | +44.9% | +28.5% |
| YTD | -33.2% | -58.2% | +25.0% | -2.3% |
| 1Y | -41.8% | -56.6% | +14.8% | -17.0% |
| 3Y | -15.7% | -24.0% | +8.3% | -23.6% |
| 5Y | -26.0% | +86.1% | -112.1% | -64.0% |
| All | +501.5% | +514.7% | -13.2% | +19.4% |
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