+44.0%
NVTS vs FICO
-24.3%
+68.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.4% | +9.9% | +9.5% |
| 7D | +1.5% | -0.9% | +2.5% | +1.5% |
| 30D | -23.8% | +3.3% | -27.1% | -23.0% |
| 3M | -30.6% | -31.7% | +1.2% | -33.6% |
| 6M | -48.4% | -34.0% | -14.4% | -51.2% |
| YTD | +20.6% | -58.3% | +78.9% | +15.6% |
| 1Y | -2.5% | -57.9% | +55.4% | -6.7% |
| 3Y | +44.0% | -24.1% | +68.0% | -12.7% |
| All | +44.0% | -24.3% | +68.3% | -12.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling