+1,266.3%
NVDL vs FICO
+14.7%
+1,251.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.4% | -4.4% | -4.1% |
| 7D | -24.8% | +2.2% | -27.0% | -25.4% |
| 30D | -48.0% | +0.1% | -48.1% | -48.7% |
| 3M | -51.5% | -35.2% | -16.4% | -45.8% |
| 6M | -54.9% | -32.4% | -22.6% | -53.2% |
| YTD | -39.2% | -57.4% | +18.2% | -20.0% |
| 1Y | -41.1% | -58.5% | +17.4% | -21.8% |
| 3Y | +262.9% | -28.9% | +291.8% | +161.1% |
| All | +1,266.3% | +14.7% | +1,251.7% | +471.1% |
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