+104.7%
XEL vs NTR
+97.9%
+6.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -0.3% | -1.3% | +1.0% | -0.1% |
| 30D | -3.9% | +16.8% | -20.7% | -5.9% |
| 3M | -2.8% | +20.7% | -23.6% | -5.3% |
| 6M | -5.4% | +0.5% | -5.9% | -5.8% |
| YTD | +3.8% | +29.2% | -25.4% | -0.3% |
| 1Y | +6.8% | +39.6% | -32.8% | +1.4% |
| 3Y | +45.6% | +37.9% | +7.7% | +37.1% |
| 5Y | +30.7% | +47.1% | -16.4% | +18.0% |
| All | +104.7% | +97.9% | +6.8% | +50.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling