+4.0%
FICO vs NXT
+246.1%
-242.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.3% | -5.8% | -0.4% |
| 7D | -0.9% | +32.2% | -33.2% | -1.1% |
| 30D | +3.3% | +21.9% | -18.6% | +3.2% |
| 3M | -31.7% | +6.6% | -38.3% | -31.8% |
| 6M | -34.0% | -16.8% | -17.2% | -33.9% |
| YTD | -58.3% | +20.4% | -78.8% | -59.7% |
| 1Y | -57.9% | -1.5% | -56.4% | -58.7% |
| 3Y | -24.1% | +182.4% | -206.4% | -32.9% |
| All | +4.0% | +246.1% | -242.2% | -11.7% |
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 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