+33.4%
XLB vs NTRA
+171.1%
-137.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | 0.0% | -1.1% |
| 7D | -3.5% | -0.5% | -3.1% | -3.5% |
| 30D | -4.7% | +4.3% | -8.9% | -5.1% |
| 3M | +2.7% | +50.6% | -47.9% | -1.9% |
| 6M | +2.6% | +63.9% | -61.3% | -3.2% |
| YTD | +12.8% | +42.4% | -29.5% | +7.8% |
| 1Y | +14.0% | +92.1% | -78.1% | +5.2% |
| 3Y | +31.5% | +501.7% | -470.3% | +6.4% |
| 5Y | +33.4% | +171.4% | -138.0% | +9.3% |
| All | +33.4% | +171.1% | -137.7% | +9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling