+212.0%
NXT vs CAPR
+131.9%
+80.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.9% | +8.5% | +1.6% |
| 7D | -9.4% | +5.9% | -15.3% | -9.5% |
| 30D | +15.1% | +44.6% | -29.5% | +14.7% |
| 3M | -9.1% | +126.4% | -135.5% | -9.7% |
| 6M | -30.3% | -68.6% | +38.3% | -30.1% |
| YTD | +9.1% | -67.0% | +76.1% | +9.4% |
| 1Y | +7.9% | +65.2% | -57.3% | +4.4% |
| 3Y | +176.5% | +235.6% | -59.1% | +152.2% |
| All | +212.0% | +131.9% | +80.1% | +171.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling