-46.7%
NVTS vs FICO
+88.4%
-135.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.0% | -2.2% |
| 7D | +9.6% | +0.9% | +8.7% | +9.4% |
| 30D | -13.0% | +9.4% | -22.4% | -14.7% |
| 3M | -28.8% | -30.4% | +1.6% | -26.2% |
| 6M | -48.5% | -35.1% | -13.4% | -48.0% |
| YTD | +31.4% | -56.8% | +88.2% | +49.1% |
| 1Y | -2.3% | -58.4% | +56.1% | +12.4% |
| 3Y | +49.8% | -26.7% | +76.5% | +0.8% |
| All | -46.7% | +88.4% | -135.1% | -81.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling