-0.5%
NVDA vs FICO
-58.2%
+57.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +2.8% |
| 7D | -8.8% | -0.9% | -7.9% | -8.8% |
| 30D | -21.4% | +3.3% | -24.7% | -21.3% |
| 3M | -14.7% | -31.7% | +17.0% | -15.9% |
| 6M | -10.0% | -34.0% | +24.0% | -12.0% |
| YTD | +0.3% | -58.3% | +58.6% | -3.5% |
| 1Y | -0.5% | -57.9% | +57.4% | -4.5% |
| All | -0.5% | -58.2% | +57.7% | -4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling