+68.4%
NVTS vs FICO
-19.7%
+88.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +2.7% | +8.5% | +11.7% |
| 7D | +20.8% | -0.1% | +20.9% | +20.8% |
| 30D | -11.1% | +8.4% | -19.5% | -9.6% |
| 3M | -31.0% | -30.5% | -0.5% | -33.8% |
| 6M | -47.4% | -35.7% | -11.6% | -50.1% |
| YTD | +34.2% | -57.2% | +91.4% | +29.2% |
| 1Y | +22.2% | -58.4% | +80.6% | +18.0% |
| 3Y | +68.4% | -24.8% | +93.2% | +8.8% |
| All | +68.4% | -19.7% | +88.1% | +8.8% |
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 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