+16.2%
XRT vs NXT
-8.4%
+24.6%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.8% | +4.5% | -0.1% |
| 7D | +4.1% | +4.0% | +0.1% | +3.9% |
| 30D | +9.9% | +15.9% | -6.0% | +9.0% |
| 3M | +2.3% | -3.0% | +5.3% | +2.2% |
| 6M | +9.6% | -20.7% | +30.3% | +9.9% |
| YTD | +9.1% | +14.6% | -5.4% | +5.1% |
| 1Y | +16.2% | -7.1% | +23.3% | +15.1% |
| All | +16.2% | -8.4% | +24.6% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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