-32.7%
NVTS vs FICO
+68.4%
-101.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.4% | +9.9% | +9.6% |
| 7D | +1.5% | -0.9% | +2.5% | +1.6% |
| 30D | -23.8% | +3.3% | -27.1% | -24.7% |
| 3M | -30.6% | -31.7% | +1.2% | -28.1% |
| 6M | -48.4% | -34.0% | -14.4% | -48.7% |
| YTD | +20.6% | -58.3% | +78.9% | +36.9% |
| 1Y | -2.5% | -57.9% | +55.4% | +9.7% |
| 3Y | +44.0% | -24.1% | +68.0% | -5.7% |
| 5Y | -42.6% | +85.3% | -127.9% | -77.3% |
| All | -32.7% | +68.4% | -101.1% | -72.8% |
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