+791.0%
XLB vs NTRS
+694.6%
+96.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.8% |
| 7D | -3.5% | +0.3% | -3.9% | -3.7% |
| 30D | -4.7% | +0.2% | -4.8% | -4.8% |
| 3M | +2.7% | +13.2% | -10.5% | -2.5% |
| 6M | +2.6% | +36.9% | -34.3% | -10.2% |
| YTD | +12.8% | +39.1% | -26.3% | -2.2% |
| 1Y | +14.0% | +50.4% | -36.5% | -4.5% |
| 3Y | +31.5% | +166.8% | -135.3% | -14.5% |
| 5Y | +33.4% | +92.9% | -59.5% | -3.3% |
| 10Y | +161.3% | +255.7% | -94.4% | +42.9% |
| All | +791.0% | +694.6% | +96.4% | +232.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling