-58.4%
FICO vs NXT
-8.4%
-50.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.8% | +5.8% | +0.1% |
| 7D | +0.9% | +4.0% | -3.1% | +1.8% |
| 30D | +9.4% | +15.9% | -6.5% | +12.5% |
| 3M | -30.4% | -3.0% | -27.4% | -30.8% |
| 6M | -35.1% | -20.7% | -14.4% | -36.5% |
| YTD | -56.8% | +14.6% | -71.4% | -57.4% |
| 1Y | -58.4% | -7.1% | -51.3% | -57.5% |
| All | -58.4% | -8.4% | -50.0% | -57.5% |
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