+172.1%
NXT vs COO
-37.8%
+209.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.0% |
| 7D | -1.9% | -22.5% | +20.6% | +3.1% |
| 30D | -20.0% | -29.7% | +9.7% | -14.2% |
| 3M | -30.7% | -20.1% | -10.6% | -28.0% |
| 6M | -29.0% | -26.9% | -2.1% | -24.1% |
| YTD | -4.8% | -34.2% | +29.4% | +4.6% |
| 1Y | +22.8% | -21.3% | +44.1% | +27.2% |
| 3Y | +93.9% | -38.7% | +132.6% | +107.6% |
| All | +172.1% | -37.8% | +209.9% | +177.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling