-30.1%
NVTS vs FICO
+72.1%
-102.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.4% | -6.8% | -6.4% |
| 7D | +3.9% | +2.2% | +1.7% | +3.7% |
| 30D | -4.3% | +0.1% | -4.4% | -4.7% |
| 3M | -34.5% | -35.2% | +0.7% | -31.3% |
| 6M | -57.7% | -32.4% | -25.4% | -57.9% |
| YTD | +25.4% | -57.4% | +82.8% | +42.0% |
| 1Y | +13.1% | -58.5% | +71.7% | +29.2% |
| 3Y | +48.9% | -28.9% | +77.8% | +3.7% |
| 5Y | -51.8% | +91.7% | -143.5% | -81.0% |
| All | -30.1% | +72.1% | -102.2% | -71.8% |
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 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