+139.9%
XLC vs NTR
+103.8%
+36.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.7% | -0.6% |
| 7D | -1.4% | +0.5% | -1.9% | -1.5% |
| 30D | -0.9% | +21.7% | -22.6% | -5.2% |
| 3M | -0.3% | +22.8% | -23.1% | -5.1% |
| 6M | -5.2% | +8.2% | -13.4% | -7.6% |
| YTD | -5.3% | +32.9% | -38.2% | -12.5% |
| 1Y | -2.8% | +45.3% | -48.1% | -12.5% |
| 3Y | +71.2% | +41.7% | +29.5% | +52.5% |
| 5Y | +37.6% | +49.8% | -12.2% | +12.3% |
| All | +139.9% | +103.8% | +36.1% | +62.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling