+97.0%
NTRA vs XYL
-23.4%
+120.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +0.6% |
| 7D | +0.6% | -5.0% | +5.6% | +1.8% |
| 30D | +19.5% | -13.2% | +32.7% | +23.3% |
| 3M | +47.8% | -3.7% | +51.5% | +46.3% |
| 6M | +61.6% | -17.7% | +79.3% | +65.6% |
| YTD | +43.3% | -21.5% | +64.8% | +45.8% |
| 1Y | +97.0% | -24.5% | +121.5% | +104.3% |
| All | +97.0% | -23.4% | +120.4% | +104.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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