+19.7%
NU vs FICO
+79.6%
-59.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.7% | 0.0% | +2.0% |
| 7D | +6.4% | -0.1% | +6.4% | +6.3% |
| 30D | -23.3% | +8.4% | -31.7% | -24.8% |
| 3M | -10.7% | -30.5% | +19.8% | -3.3% |
| 6M | -10.4% | -35.7% | +25.3% | -2.8% |
| YTD | -26.2% | -57.2% | +31.0% | -9.0% |
| 1Y | -22.1% | -58.4% | +36.3% | -3.0% |
| 3Y | +49.6% | -24.8% | +74.5% | +32.3% |
| All | +19.7% | +79.6% | -59.9% | -33.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling