-38.6%
NVTS vs FICO
+69.1%
-107.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | +0.9% | -16.7% | -15.9% |
| 7D | -14.6% | -0.3% | -14.3% | -14.6% |
| 30D | -34.3% | +1.7% | -36.1% | -34.9% |
| 3M | -36.4% | -35.2% | -1.2% | -33.4% |
| 6M | -55.2% | -33.7% | -21.6% | -55.5% |
| YTD | +10.1% | -58.2% | +68.2% | +24.9% |
| 1Y | -20.3% | -56.6% | +36.3% | -11.5% |
| 3Y | +27.4% | -24.0% | +51.4% | -16.4% |
| 5Y | -47.6% | +86.1% | -133.7% | -79.3% |
| All | -38.6% | +69.1% | -107.7% | -75.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling