+33.8%
UL vs NXT
+208.8%
-175.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.9% | +7.3% | +0.3% |
| 7D | -2.5% | -6.0% | +3.5% | -2.5% |
| 30D | +5.7% | +5.4% | +0.2% | +5.7% |
| 3M | +7.0% | -9.7% | +16.7% | +7.0% |
| 6M | +16.1% | -25.3% | +41.4% | +16.0% |
| YTD | +3.6% | +7.5% | -3.9% | +3.0% |
| 1Y | -1.4% | -3.0% | +1.6% | -1.8% |
| 3Y | +34.1% | +171.4% | -137.3% | +30.5% |
| All | +33.8% | +208.8% | -175.0% | +29.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling