+126.3%
UAL vs NXT
+246.1%
-119.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.3% | -3.3% | +1.0% |
| 7D | +8.2% | +32.2% | -24.1% | +2.6% |
| 30D | +2.3% | +21.9% | -19.6% | -1.6% |
| 3M | -12.7% | +6.6% | -19.3% | -14.2% |
| 6M | +12.7% | -16.8% | +29.5% | +14.1% |
| YTD | +0.8% | +20.4% | -19.6% | -4.5% |
| 1Y | +17.8% | -1.5% | +19.3% | +14.7% |
| 3Y | +206.7% | +182.4% | +24.3% | +143.4% |
| All | +126.3% | +246.1% | -119.8% | +66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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