+502.5%
NTRA vs XYL
+15.7%
+486.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.7% |
| 7D | +0.2% | +1.2% | -1.0% | -0.3% |
| 30D | +4.1% | -11.9% | +16.0% | +9.7% |
| 3M | +50.0% | -1.5% | +51.6% | +48.9% |
| 6M | +67.3% | -11.9% | +79.2% | +74.7% |
| YTD | +43.6% | -20.6% | +64.2% | +56.0% |
| 1Y | +89.2% | -23.5% | +112.8% | +109.3% |
| 3Y | +502.5% | +14.9% | +487.7% | +352.9% |
| All | +502.5% | +15.7% | +486.9% | +352.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling