+16.5%
NU vs FICO
+74.8%
-58.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.6% |
| 7D | +3.6% | -0.9% | +4.6% | +3.8% |
| 30D | -22.8% | +3.3% | -26.1% | -23.4% |
| 3M | -14.8% | -31.7% | +16.9% | -7.3% |
| 6M | -16.9% | -34.0% | +17.0% | -10.9% |
| YTD | -28.1% | -58.3% | +30.2% | -10.8% |
| 1Y | -24.5% | -57.9% | +33.4% | -6.8% |
| 3Y | +44.8% | -24.1% | +68.8% | +26.5% |
| All | +16.5% | +74.8% | -58.3% | -35.1% |
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