+1,142.9%
NRG vs FICO
+1,867.9%
-725.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.4% | +10.0% | +9.7% |
| 7D | -7.6% | -0.9% | -6.7% | -7.3% |
| 30D | -18.3% | +3.3% | -21.6% | -19.8% |
| 3M | -25.5% | -31.7% | +6.3% | -19.8% |
| 6M | -40.9% | -34.0% | -6.9% | -37.5% |
| YTD | -43.7% | -58.3% | +14.6% | -32.6% |
| 1Y | -47.3% | -57.9% | +10.6% | -37.3% |
| 3Y | +103.2% | -24.1% | +127.2% | +89.4% |
| 5Y | +176.7% | +85.3% | +91.4% | +79.9% |
| 10Y | +886.8% | +520.3% | +366.5% | +294.2% |
| All | +1,142.9% | +1,867.9% | -725.0% | +143.5% |
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