+6.9%
NXT vs CAPR
+47.4%
-40.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +8.3% | +2.9% | +11.1% |
| 7D | +30.0% | +43.2% | -13.2% | +29.9% |
| 30D | +28.6% | +14.7% | +13.9% | +28.5% |
| 3M | +8.4% | +113.9% | -105.5% | +8.5% |
| 6M | -8.7% | -73.4% | +64.6% | -8.6% |
| YTD | +22.5% | -69.1% | +91.6% | +22.7% |
| 1Y | +6.9% | +47.2% | -40.3% | +6.1% |
| All | +6.9% | +47.4% | -40.5% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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