+39.3%
XLC vs NTR
+45.0%
-5.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +0.9% |
| 7D | -1.7% | -2.5% | +0.8% | -1.3% |
| 30D | +0.2% | +17.0% | -16.8% | -1.9% |
| 3M | +0.7% | +22.2% | -21.5% | -2.1% |
| 6M | -4.5% | +5.2% | -9.6% | -5.5% |
| YTD | -4.7% | +29.7% | -34.4% | -9.0% |
| 1Y | -1.5% | +39.4% | -40.9% | -7.2% |
| 3Y | +72.2% | +38.2% | +34.1% | +60.5% |
| 5Y | +39.3% | +47.6% | -8.3% | +18.1% |
| All | +39.3% | +45.0% | -5.7% | +18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling