+32.0%
XEL vs NTR
+45.7%
-13.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -0.3% | -1.3% | +1.0% | -0.2% |
| 30D | -3.9% | +16.8% | -20.7% | -5.3% |
| 3M | -2.8% | +20.7% | -23.6% | -4.6% |
| 6M | -5.4% | +0.5% | -5.9% | -5.6% |
| YTD | +3.8% | +29.2% | -25.4% | +0.8% |
| 1Y | +6.8% | +39.6% | -32.8% | +2.9% |
| 3Y | +45.6% | +37.9% | +7.7% | +39.2% |
| All | +32.0% | +45.7% | -13.7% | +31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling