+119.9%
XRT vs NI
+143.3%
-23.4%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.6% |
| 7D | -3.6% | -0.6% | -3.0% | -3.4% |
| 30D | -6.7% | -1.4% | -5.3% | -6.3% |
| 3M | -1.4% | -10.6% | +9.2% | +2.2% |
| 6M | +1.7% | -9.9% | +11.6% | +4.9% |
| YTD | -1.5% | +1.2% | -2.6% | -2.4% |
| 1Y | -2.5% | +4.4% | -6.9% | -4.5% |
| 3Y | +39.9% | +68.6% | -28.7% | +14.7% |
| 5Y | -2.6% | +98.0% | -100.6% | -25.1% |
| All | +119.9% | +143.3% | -23.4% | +66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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