-18.0%
NRG vs FICO
-39.2%
+21.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +9.3% | -15.4% | +24.7% | +7.4% |
| 30D | +1.3% | -10.4% | +11.7% | +0.2% |
| 3M | -6.0% | -22.7% | +16.7% | -8.7% |
| 6M | -22.0% | -36.8% | +14.8% | -24.4% |
| YTD | -24.1% | -44.8% | +20.7% | -25.8% |
| 1Y | -18.0% | -39.3% | +21.3% | -21.3% |
| All | -18.0% | -39.2% | +21.2% | -21.3% |
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 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