+177.4%
NXT vs CAPR
+128.7%
+48.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +1.2% |
| 7D | -1.1% | -2.0% | +0.9% | -1.1% |
| 30D | -15.3% | +139.2% | -154.5% | -15.9% |
| 3M | -43.8% | -66.4% | +22.6% | -43.5% |
| 6M | -18.7% | -63.1% | +44.5% | -18.4% |
| YTD | -3.0% | -67.4% | +64.4% | -2.6% |
| 1Y | +22.7% | +58.2% | -35.5% | +19.0% |
| 3Y | +95.9% | +42.2% | +53.7% | +75.8% |
| All | +177.4% | +128.7% | +48.7% | +141.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling