+37.6%
FICO vs NXT
+178.8%
-141.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +1.2% | -17.9% | -16.7% |
| 7D | -19.2% | -1.1% | -18.1% | -19.2% |
| 30D | -14.6% | -15.3% | +0.7% | -14.5% |
| 3M | -20.1% | -43.8% | +23.7% | -19.4% |
| 6M | -36.3% | -18.7% | -17.7% | -37.1% |
| YTD | -44.9% | -3.0% | -41.9% | -46.6% |
| 1Y | -38.6% | +22.7% | -61.4% | -42.0% |
| 3Y | +4.0% | +95.9% | -91.9% | -6.9% |
| All | +37.6% | +178.8% | -141.2% | +17.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling