+180.5%
NXT vs URA
+139.4%
+41.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.1% | -2.0% | -0.5% |
| 7D | +2.9% | +8.1% | -5.2% | -1.3% |
| 30D | -17.2% | +5.8% | -23.0% | -19.8% |
| 3M | -32.0% | +3.4% | -35.4% | -33.0% |
| 6M | -15.8% | -2.6% | -13.1% | -14.9% |
| YTD | -1.9% | +11.2% | -13.1% | -7.5% |
| 1Y | +22.5% | +19.8% | +2.7% | +11.0% |
| 3Y | +100.5% | +121.5% | -20.9% | +25.7% |
| All | +180.5% | +139.4% | +41.1% | +67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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