+12.0%
XLB vs NTRS
+51.4%
-39.4%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.1% |
| 7D | -2.8% | +1.4% | -4.2% | -3.2% |
| 30D | -3.1% | -0.7% | -2.4% | -3.0% |
| 3M | -0.2% | +11.3% | -11.5% | -3.4% |
| 6M | +3.1% | +35.5% | -32.5% | -6.3% |
| YTD | +13.3% | +40.6% | -27.3% | +0.6% |
| 1Y | +12.0% | +49.2% | -37.2% | -3.0% |
| All | +12.0% | +51.4% | -39.4% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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