+45.2%
NU vs XRT
-2.9%
+48.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.5% | -0.5% |
| 7D | -2.6% | -2.4% | -0.2% | -0.3% |
| 30D | +8.2% | -6.9% | +15.2% | +16.2% |
| 3M | +26.3% | -0.4% | +26.7% | +26.0% |
| 6M | +2.2% | +2.2% | 0.0% | -0.7% |
| YTD | -10.4% | -0.7% | -9.7% | -10.9% |
| 1Y | -3.0% | -2.0% | -1.0% | -2.8% |
| 3Y | +120.3% | +41.0% | +79.2% | +39.6% |
| All | +45.2% | -2.9% | +48.2% | +77.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling