+28.0%
NU vs XRT
+5.0%
+22.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +0.4% | +11.3% | +11.3% |
| 7D | +9.9% | +1.7% | +8.2% | +8.1% |
| 30D | -11.5% | +7.5% | -19.0% | -18.0% |
| 3M | -5.1% | +2.2% | -7.3% | -7.7% |
| 6M | +3.1% | +14.7% | -11.5% | -11.3% |
| YTD | -21.0% | +7.5% | -28.5% | -27.8% |
| 1Y | -15.2% | +14.1% | -29.3% | -27.3% |
| 3Y | +56.4% | +58.8% | -2.3% | -12.8% |
| All | +28.0% | +5.0% | +22.9% | +43.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling