-48.9%
XE vs NTR
+9.6%
-58.4%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.4% | -5.4% | -5.8% |
| 7D | -15.7% | -1.3% | -14.4% | -15.7% |
| 30D | -26.6% | +16.8% | -43.4% | -24.3% |
| 3M | -20.3% | +20.7% | -41.0% | -18.2% |
| All | -48.9% | +9.6% | -58.4% | -46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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 · Available span rolling