+228.0%
NRG vs FICO
+3.0%
+225.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -16.7% | +23.1% | +7.9% |
| 7D | +7.1% | -19.2% | +26.3% | +9.0% |
| 30D | -1.4% | -14.6% | +13.2% | -0.4% |
| 3M | -10.5% | -20.1% | +9.6% | -10.2% |
| 6M | -26.7% | -36.3% | +9.6% | -23.6% |
| YTD | -24.5% | -44.9% | +20.3% | -18.6% |
| 1Y | -18.6% | -38.6% | +20.1% | -16.2% |
| All | +228.0% | +3.0% | +225.0% | +221.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling