-26.0%
NOW vs FICO
+84.1%
-110.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.9% | -6.8% | -6.3% |
| 7D | -6.7% | -0.3% | -6.4% | -6.6% |
| 30D | -25.8% | +1.7% | -27.5% | -27.4% |
| 3M | -12.7% | -35.2% | +22.5% | +1.4% |
| 6M | +11.2% | -33.7% | +44.9% | +26.7% |
| YTD | -33.2% | -58.2% | +25.0% | -6.5% |
| 1Y | -41.8% | -56.6% | +14.8% | -20.3% |
| 3Y | -15.7% | -24.0% | +8.3% | -25.8% |
| 5Y | -26.0% | +86.1% | -112.1% | -62.3% |
| All | -26.0% | +84.1% | -110.1% | -62.3% |
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