+143.7%
XLC vs NTR
+98.0%
+45.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | +0.5% | -1.3% | +1.8% | +0.8% |
| 30D | +2.1% | +16.8% | -14.7% | -1.4% |
| 3M | +0.7% | +20.7% | -20.1% | -3.8% |
| 6M | -3.2% | +0.5% | -3.7% | -4.1% |
| YTD | -3.8% | +29.2% | -33.0% | -10.6% |
| 1Y | -2.0% | +39.6% | -41.6% | -11.0% |
| 3Y | +71.4% | +37.9% | +33.5% | +53.5% |
| 5Y | +40.7% | +47.1% | -6.4% | +15.2% |
| All | +143.7% | +98.0% | +45.7% | +66.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling