-5.6%
COST vs NXT
+23.4%
-29.0%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | +0.3% |
| 7D | -1.2% | -1.9% | +0.7% | -1.3% |
| 30D | -4.7% | -20.0% | +15.3% | -5.5% |
| 3M | -7.1% | -30.7% | +23.6% | -8.0% |
| 6M | -8.5% | -29.0% | +20.4% | -9.7% |
| YTD | +5.4% | -4.8% | +10.2% | +4.0% |
| 1Y | -5.6% | +22.8% | -28.4% | -11.2% |
| All | -5.6% | +23.4% | -29.0% | -11.2% |
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