-3.0%
XRT vs NTRS
+51.4%
-54.5%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +1.1% |
| 7D | -3.2% | +1.4% | -4.6% | -3.6% |
| 30D | -4.5% | -0.7% | -3.8% | -4.4% |
| 3M | -3.1% | +11.3% | -14.4% | -6.5% |
| 6M | +4.2% | +35.5% | -31.3% | -7.2% |
| YTD | -0.1% | +40.6% | -40.7% | -12.9% |
| 1Y | -3.0% | +49.2% | -52.3% | -18.2% |
| All | -3.0% | +51.4% | -54.5% | -18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 1y: compounded portfolio wealth divided by compounded NTRS 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…
1y analysis · Full analysis span regression · 6 months rolling