+170.4%
NXT vs CAPR
+110.2%
+60.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.6% | +1.0% | -3.6% |
| 7D | -0.2% | -12.6% | +12.4% | -0.1% |
| 30D | -20.0% | +124.4% | -144.4% | -20.4% |
| 3M | -30.9% | -66.8% | +35.8% | -30.6% |
| 6M | -23.8% | -71.8% | +48.0% | -23.4% |
| YTD | -5.4% | -70.1% | +64.6% | -5.0% |
| 1Y | +28.0% | +33.3% | -5.3% | +24.7% |
| 3Y | +93.3% | +36.7% | +56.6% | +73.7% |
| All | +170.4% | +110.2% | +60.2% | +135.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling