+176.5%
NXT vs COO
-24.0%
+200.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.4% |
| 7D | -9.4% | +0.5% | -9.9% | -9.5% |
| 30D | +15.1% | +14.2% | +0.9% | +12.9% |
| 3M | -9.1% | -18.2% | +9.1% | -6.2% |
| 6M | -30.3% | +5.3% | -35.7% | -32.0% |
| YTD | +9.1% | -23.6% | +32.7% | +15.6% |
| 1Y | +7.9% | -12.7% | +20.6% | +10.5% |
| 3Y | +176.5% | -24.2% | +200.7% | +161.1% |
| All | +176.5% | -24.0% | +200.5% | +161.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling