+162.5%
URI vs NXT
+208.8%
-46.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.9% | +5.9% | +0.2% |
| 7D | +9.3% | -6.0% | +15.3% | +10.4% |
| 30D | +7.6% | +5.4% | +2.2% | +6.1% |
| 3M | +1.0% | -9.7% | +10.8% | +2.1% |
| 6M | +19.8% | -25.3% | +45.2% | +23.5% |
| YTD | +41.9% | +7.5% | +34.4% | +35.7% |
| 1Y | +33.4% | -3.0% | +36.4% | +29.6% |
| 3Y | +156.0% | +171.4% | -15.4% | +86.8% |
| All | +162.5% | +208.8% | -46.3% | +76.2% |
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