+1,271.2%
NRG vs FICO
+1,921.6%
-650.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +2.7% | +7.6% | +9.5% |
| 7D | +2.9% | -0.1% | +3.0% | +3.1% |
| 30D | -9.3% | +8.4% | -17.8% | -12.1% |
| 3M | -17.1% | -30.5% | +13.4% | -11.2% |
| 6M | -28.9% | -35.7% | +6.8% | -23.9% |
| YTD | -37.9% | -57.2% | +19.3% | -26.2% |
| 1Y | -42.7% | -58.4% | +15.7% | -31.4% |
| 3Y | +127.5% | -24.8% | +152.3% | +113.3% |
| 5Y | +217.4% | +79.3% | +138.1% | +109.6% |
| 10Y | +898.2% | +531.6% | +366.5% | +297.2% |
| All | +1,271.2% | +1,921.6% | -650.4% | +166.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling