+2,111.6%
NOW vs FICO
+1,571.8%
+539.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | +1.3% |
| 7D | -27.5% | +0.4% | -27.9% | -27.9% |
| 30D | -20.0% | +1.7% | -21.7% | -22.0% |
| 3M | -7.9% | -33.0% | +25.1% | +6.2% |
| 6M | +18.3% | -33.9% | +52.2% | +36.1% |
| YTD | -29.0% | -58.5% | +29.6% | +2.4% |
| 1Y | -38.7% | -56.4% | +17.6% | -14.3% |
| 3Y | -10.3% | -24.7% | +14.3% | -15.8% |
| 5Y | -22.5% | +83.1% | -105.6% | -57.6% |
| 10Y | +553.8% | +517.2% | +36.6% | +95.8% |
| All | +2,111.6% | +1,571.8% | +539.8% | +340.5% |
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