+375.4%
NVDA vs FICO
+4.8%
+370.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -16.7% | +17.5% | +3.8% |
| 7D | +5.9% | -19.2% | +25.1% | +9.7% |
| 30D | +5.1% | -14.6% | +19.7% | +7.5% |
| 3M | +5.4% | -20.1% | +25.4% | +7.4% |
| 6M | +26.0% | -36.3% | +62.3% | +35.5% |
| YTD | +23.7% | -44.9% | +68.5% | +38.9% |
| 1Y | +34.4% | -38.6% | +73.0% | +41.5% |
| All | +375.4% | +4.8% | +370.6% | +265.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling