-22.5%
NOW vs FICO
+81.8%
-104.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | +1.1% |
| 7D | -27.5% | +0.4% | -27.9% | -27.9% |
| 30D | -20.0% | +1.7% | -21.7% | -21.7% |
| 3M | -7.9% | -33.0% | +25.1% | +5.1% |
| 6M | +18.3% | -33.9% | +52.2% | +34.9% |
| YTD | -29.0% | -58.5% | +29.6% | -0.2% |
| 1Y | -38.7% | -56.4% | +17.6% | -16.3% |
| 3Y | -10.3% | -24.7% | +14.3% | -20.8% |
| 5Y | -22.5% | +83.1% | -105.6% | -60.4% |
| All | -22.5% | +81.8% | -104.3% | -60.4% |
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 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