+177.4%
NXT vs URA
+132.2%
+45.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +0.8% |
| 7D | -1.1% | +1.1% | -2.2% | -1.7% |
| 30D | -15.3% | +7.4% | -22.7% | -18.6% |
| 3M | -43.8% | -8.4% | -35.4% | -41.0% |
| 6M | -18.7% | -12.7% | -5.9% | -13.5% |
| YTD | -3.0% | +7.8% | -10.8% | -7.1% |
| 1Y | +22.7% | +19.5% | +3.3% | +11.6% |
| 3Y | +95.9% | +116.4% | -20.5% | +24.4% |
| All | +177.4% | +132.2% | +45.2% | +68.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling