+6.8%
XEL vs NTRA
+92.9%
-86.1%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.7% | +0.1% |
| 7D | -0.3% | +0.2% | -0.5% | -0.3% |
| 30D | -3.9% | +4.1% | -8.0% | -3.9% |
| 3M | -2.8% | +50.0% | -52.9% | -2.5% |
| 6M | -5.4% | +67.3% | -72.7% | -4.6% |
| YTD | +3.8% | +43.6% | -39.8% | +3.5% |
| 1Y | +6.8% | +89.2% | -82.4% | +15.3% |
| All | +6.8% | +92.9% | -86.1% | +15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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