-7.8%
NVTS vs FICO
+122.8%
-130.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -16.7% | +23.0% | +9.0% |
| 7D | +2.7% | -19.2% | +21.9% | +5.9% |
| 30D | -4.5% | -14.6% | +10.1% | -2.7% |
| 3M | -61.5% | -20.1% | -41.4% | -61.4% |
| 6M | +28.0% | -36.3% | +64.3% | +34.9% |
| YTD | +65.3% | -44.9% | +110.1% | +82.7% |
| 1Y | +113.0% | -38.6% | +151.6% | +121.6% |
| 3Y | +34.7% | +4.0% | +30.7% | -16.8% |
| All | -7.8% | +122.8% | -130.6% | -63.7% |
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