+181.7%
NRG vs FICO
+81.4%
+100.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.4% | +10.0% | +9.7% |
| 7D | -7.6% | -0.9% | -6.7% | -7.5% |
| 30D | -18.3% | +3.3% | -21.6% | -19.0% |
| 3M | -25.5% | -31.7% | +6.3% | -22.8% |
| 6M | -40.9% | -34.0% | -6.9% | -39.8% |
| YTD | -43.7% | -58.3% | +14.6% | -37.1% |
| 1Y | -47.3% | -57.9% | +10.6% | -41.4% |
| 3Y | +103.2% | -24.1% | +127.2% | +92.2% |
| All | +181.7% | +81.4% | +100.3% | +110.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling