+109.1%
XRT vs NTR
+97.9%
+11.1%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.5% |
| 7D | -3.2% | -1.3% | -1.9% | -2.8% |
| 30D | -4.5% | +16.8% | -21.3% | -9.2% |
| 3M | -3.1% | +20.7% | -23.8% | -9.1% |
| 6M | +4.2% | +0.5% | +3.7% | +2.7% |
| YTD | -0.1% | +29.2% | -29.3% | -10.2% |
| 1Y | -3.0% | +39.6% | -42.6% | -15.6% |
| 3Y | +41.8% | +37.9% | +3.9% | +21.3% |
| 5Y | -1.3% | +47.1% | -48.3% | -25.4% |
| All | +109.1% | +97.9% | +11.1% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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