+40.3%
NVDL vs FICO
-39.2%
+79.5%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.1% | -4.0% |
| 7D | +7.3% | -15.4% | +22.7% | +5.9% |
| 30D | -0.7% | -10.4% | +9.7% | -1.3% |
| 3M | +9.5% | -22.7% | +32.2% | +6.9% |
| 6M | +41.6% | -36.8% | +78.4% | +36.5% |
| YTD | +23.3% | -44.8% | +68.1% | +18.8% |
| 1Y | +40.3% | -39.3% | +79.6% | +33.8% |
| All | +40.3% | -39.2% | +79.5% | +33.8% |
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