+538.9%
XRT vs NI
+1,060.0%
-521.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.2% |
| 7D | +1.7% | +4.3% | -2.6% | -0.2% |
| 30D | +7.5% | +12.4% | -4.9% | +2.0% |
| 3M | +2.2% | +10.2% | -8.0% | -2.3% |
| 6M | +14.7% | -0.8% | +15.5% | +14.6% |
| YTD | +7.5% | +13.2% | -5.7% | +0.9% |
| 1Y | +14.1% | +10.1% | +4.1% | +8.4% |
| 3Y | +58.8% | +103.1% | -44.3% | +12.1% |
| 5Y | -3.9% | +115.5% | -119.5% | -35.3% |
| 10Y | +137.7% | +195.5% | -57.8% | +27.2% |
| All | +538.9% | +1,060.0% | -521.1% | +24.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling