+45.4%
NU vs XRT
-3.7%
+49.1%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.9% |
| 7D | -4.2% | -3.6% | -0.6% | -0.7% |
| 30D | +10.0% | -6.7% | +16.7% | +17.8% |
| 3M | +29.3% | -1.4% | +30.6% | +30.2% |
| 6M | +0.9% | +1.7% | -0.8% | -1.5% |
| YTD | -10.3% | -1.5% | -8.8% | -10.0% |
| 1Y | -3.2% | -2.5% | -0.7% | -2.5% |
| 3Y | +120.6% | +39.9% | +80.7% | +40.9% |
| All | +45.4% | -3.7% | +49.1% | +79.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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