-48.9%
XE vs NTRS
+15.7%
-64.5%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +1.1% | -6.8% | -6.6% |
| 7D | -15.7% | +1.4% | -17.1% | -16.7% |
| 30D | -26.6% | -0.7% | -26.0% | -26.2% |
| 3M | -20.3% | +11.3% | -31.6% | -35.0% |
| All | -48.9% | +15.7% | -64.5% | -63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 6mo: compounded portfolio wealth divided by compounded NTRS 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…
6mo analysis · Full analysis span regression · Available span rolling