+155.3%
URI vs NXT
+191.6%
-36.4%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.4% | +4.0% |
| 7D | +2.6% | -5.7% | +8.3% | +3.5% |
| 30D | +9.1% | +18.5% | -9.5% | +5.8% |
| 3M | +1.0% | -4.1% | +5.1% | +1.0% |
| 6M | +23.3% | -20.3% | +43.7% | +25.5% |
| YTD | +43.3% | +15.5% | +27.8% | +36.8% |
| 1Y | +35.9% | -5.0% | +40.9% | +33.1% |
| All | +155.3% | +191.6% | -36.4% | +94.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling