-3.3%
XRT vs NI
+95.2%
-98.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | -2.4% | +1.3% | -3.7% | -2.8% |
| 30D | -6.9% | -0.3% | -6.7% | -6.9% |
| 3M | -0.4% | -9.5% | +9.0% | +2.7% |
| 6M | +2.2% | -10.2% | +12.5% | +5.6% |
| YTD | -0.7% | +1.8% | -2.5% | -1.9% |
| 1Y | -2.0% | +5.7% | -7.7% | -4.6% |
| 3Y | +41.0% | +69.6% | -28.6% | +13.0% |
| 5Y | -3.3% | +95.8% | -99.1% | -26.6% |
| All | -3.3% | +95.2% | -98.5% | -26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling