+111.3%
XRT vs NTR
+103.6%
+7.7%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.5% | -3.7% | -2.6% |
| 7D | -0.3% | +3.8% | -4.1% | -1.5% |
| 30D | -5.6% | +25.2% | -30.9% | -12.2% |
| 3M | +2.5% | +21.0% | -18.5% | -3.9% |
| 6M | +3.7% | +7.6% | -3.9% | -0.1% |
| YTD | +1.0% | +32.9% | -31.9% | -10.0% |
| 1Y | -1.2% | +43.1% | -44.3% | -14.6% |
| 3Y | +43.4% | +41.6% | +1.8% | +21.6% |
| 5Y | -0.7% | +54.8% | -55.5% | -26.5% |
| All | +111.3% | +103.6% | +7.7% | +27.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling