-18.6%
NRG vs FICO
-39.1%
+20.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -16.7% | +23.1% | +4.5% |
| 7D | +7.1% | -19.2% | +26.3% | +4.9% |
| 30D | -1.4% | -14.6% | +13.2% | -2.9% |
| 3M | -10.5% | -20.1% | +9.6% | -12.9% |
| 6M | -26.7% | -36.3% | +9.6% | -29.0% |
| YTD | -24.5% | -44.9% | +20.3% | -26.2% |
| 1Y | -18.6% | -38.6% | +20.1% | -22.0% |
| All | -18.6% | -39.1% | +20.5% | -22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling