+8.0%
XEL vs NTR
+43.1%
-35.0%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.7% | -0.8% |
| 7D | -1.0% | +8.1% | -9.1% | -1.2% |
| 30D | -1.9% | +18.8% | -20.7% | -2.7% |
| 3M | -1.9% | +16.2% | -18.1% | -2.5% |
| 6M | -7.4% | +9.8% | -17.2% | -7.7% |
| YTD | +4.1% | +30.9% | -26.8% | +1.8% |
| 1Y | +8.0% | +41.8% | -33.7% | +4.8% |
| All | +8.0% | +43.1% | -35.0% | +4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling