-40.9%
NRG vs FICO
-33.9%
-7.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.4% | +10.0% | +9.6% |
| 7D | -7.6% | -0.9% | -6.7% | -7.7% |
| 30D | -18.3% | +3.3% | -21.6% | -17.7% |
| 3M | -25.5% | -31.7% | +6.3% | -30.4% |
| 6M | -40.9% | -34.0% | -6.9% | -47.3% |
| All | -40.9% | -33.9% | -7.0% | -47.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling