+1,558.3%
NVDL vs FICO
+15.2%
+1,543.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +2.7% | -11.5% | -9.6% |
| 7D | -23.4% | -0.1% | -23.3% | -23.4% |
| 30D | -41.3% | +8.4% | -49.7% | -43.8% |
| 3M | -40.6% | -30.5% | -10.1% | -35.6% |
| 6M | -39.8% | -35.7% | -4.1% | -35.9% |
| YTD | -26.2% | -57.2% | +31.0% | -3.0% |
| 1Y | -30.0% | -58.4% | +28.4% | -7.0% |
| 3Y | +364.0% | -24.8% | +388.8% | +218.2% |
| All | +1,558.3% | +15.2% | +1,543.1% | +592.1% |
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 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