-10.8%
NVTS vs FICO
-57.1%
+46.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -3.2% | +12.2% | +7.8% |
| 7D | -0.3% | +0.4% | -0.7% | 0.0% |
| 30D | -24.4% | +1.7% | -26.0% | -22.9% |
| 3M | -26.5% | -33.0% | +6.6% | -36.1% |
| 6M | -41.4% | -33.9% | -7.5% | -48.6% |
| YTD | +30.7% | -58.5% | +89.2% | -6.8% |
| 1Y | -10.8% | -56.4% | +45.5% | -30.7% |
| All | -10.8% | -57.1% | +46.3% | -30.7% |
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