+7.5%
FICO vs NXT
+231.9%
-224.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.2% |
| 7D | +4.0% | -5.7% | +9.7% | +4.0% |
| 30D | -1.5% | +18.5% | -20.0% | -1.6% |
| 3M | -29.8% | -4.1% | -25.7% | -29.8% |
| 6M | -33.3% | -20.3% | -12.9% | -33.2% |
| YTD | -56.9% | +15.5% | -72.4% | -58.3% |
| 1Y | -59.5% | -5.0% | -54.5% | -60.2% |
| 3Y | -26.9% | +191.6% | -218.5% | -35.8% |
| All | +7.5% | +231.9% | -224.3% | -8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling