+39.7%
XRT vs NVD
-99.2%
+138.9%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.5% | -1.5% |
| 7D | -2.4% | +0.5% | -2.9% | -2.4% |
| 30D | -6.9% | -9.3% | +2.3% | -7.3% |
| 3M | -0.4% | -22.1% | +21.7% | -1.4% |
| 6M | +2.2% | -45.8% | +48.0% | -0.8% |
| YTD | -0.7% | -46.7% | +46.0% | -3.4% |
| 1Y | -2.0% | -59.5% | +57.5% | -6.0% |
| 3Y | +41.0% | -99.2% | +140.2% | +13.0% |
| All | +39.7% | -99.2% | +138.9% | +11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling