-56.4%
FICO vs NXT
+10.5%
-66.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +11.1% | -14.3% | -1.4% |
| 7D | +0.4% | +30.0% | -29.6% | +4.9% |
| 30D | +1.7% | +28.6% | -26.9% | +6.2% |
| 3M | -33.0% | +8.4% | -41.4% | -32.2% |
| 6M | -33.9% | -8.7% | -25.1% | -33.6% |
| YTD | -58.5% | +22.5% | -81.0% | -58.5% |
| 1Y | -56.4% | +6.9% | -63.3% | -55.7% |
| All | -56.4% | +10.5% | -66.8% | -55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 1y: compounded portfolio wealth divided by compounded NXT 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…
1y analysis · Full analysis span regression · 6 months rolling