+48.8%
NU vs XRT
+0.8%
+47.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.0% | -3.0% |
| 7D | +7.5% | +0.8% | +6.7% | +6.6% |
| 30D | +6.1% | -4.2% | +10.3% | +10.7% |
| 3M | +26.8% | +5.1% | +21.7% | +19.9% |
| 6M | +2.5% | +2.4% | +0.1% | -0.6% |
| YTD | -8.2% | +3.2% | -11.4% | -12.1% |
| 1Y | +3.4% | +1.5% | +1.8% | 0.0% |
| 3Y | +116.2% | +40.6% | +75.6% | +39.1% |
| All | +48.8% | +0.8% | +47.9% | +75.2% |
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 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