+121.8%
NRG vs FICO
-27.8%
+149.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.0% |
| 7D | +10.0% | +2.2% | +7.8% | +9.8% |
| 30D | -3.2% | +0.1% | -3.3% | -3.4% |
| 3M | -18.5% | -35.2% | +16.6% | -16.2% |
| 6M | -25.3% | -32.4% | +7.1% | -25.3% |
| YTD | -38.1% | -57.4% | +19.3% | -32.0% |
| 1Y | -40.7% | -58.5% | +17.8% | -34.5% |
| 3Y | +121.8% | -28.9% | +150.6% | +104.8% |
| All | +121.8% | -27.8% | +149.6% | +104.8% |
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