-20.1%
NVDL vs FICO
-57.1%
+37.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -3.2% | -2.9% | -6.4% |
| 7D | -14.0% | +0.4% | -14.4% | -14.0% |
| 30D | -31.2% | +1.7% | -32.8% | -31.0% |
| 3M | -15.5% | -33.0% | +17.5% | -18.4% |
| 6M | -10.3% | -33.9% | +23.6% | -14.3% |
| YTD | -5.8% | -58.5% | +52.8% | -16.0% |
| 1Y | -20.1% | -56.4% | +36.3% | -27.4% |
| All | -20.1% | -57.1% | +37.1% | -27.4% |
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