+521.8%
NOW vs FICO
+544.1%
-22.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.2% | +3.4% | +3.3% |
| 7D | -5.6% | +4.0% | -9.5% | -7.5% |
| 30D | -26.8% | -1.5% | -25.3% | -27.0% |
| 3M | -19.4% | -29.8% | +10.4% | -8.6% |
| 6M | +12.3% | -33.3% | +45.6% | +29.4% |
| YTD | -32.9% | -56.9% | +24.0% | -3.5% |
| 1Y | -40.3% | -59.5% | +19.2% | -11.2% |
| 3Y | -19.1% | -26.9% | +7.8% | -24.5% |
| 5Y | -24.4% | +92.9% | -117.3% | -63.9% |
| 10Y | +521.8% | +539.5% | -17.7% | +19.2% |
| All | +521.8% | +544.1% | -22.3% | +19.2% |
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