-3.0%
XRT vs NVD
-52.8%
+49.8%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.4% |
| 7D | -3.2% | +10.8% | -14.0% | -3.0% |
| 30D | -4.5% | +0.8% | -5.3% | -4.3% |
| 3M | -3.1% | -20.8% | +17.8% | -3.4% |
| 6M | +4.2% | -41.2% | +45.4% | +2.4% |
| YTD | -0.1% | -44.2% | +44.1% | -2.3% |
| 1Y | -3.0% | -54.2% | +51.1% | -4.6% |
| All | -3.0% | -52.8% | +49.8% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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