+2,771.1%
NOW vs FICO
+2,123.2%
+647.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -16.7% | +13.7% | +5.8% |
| 7D | -2.4% | -19.2% | +16.8% | +8.2% |
| 30D | +20.5% | -14.6% | +35.1% | +29.6% |
| 3M | +18.3% | -20.1% | +38.4% | +30.4% |
| 6M | +24.1% | -36.3% | +60.4% | +51.7% |
| YTD | -7.8% | -44.9% | +37.1% | +21.2% |
| 1Y | -21.4% | -38.6% | +17.2% | -5.3% |
| 3Y | +19.5% | +4.0% | +15.6% | -0.3% |
| 5Y | +4.1% | +99.5% | -95.5% | -42.1% |
| 10Y | +826.4% | +604.7% | +221.7% | +168.2% |
| All | +2,771.1% | +2,123.2% | +647.9% | +421.1% |
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