+69.7%
XLC vs NTRA
+502.5%
-432.8%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.8% |
| 7D | -1.7% | -0.5% | -1.2% | -1.6% |
| 30D | +0.2% | +4.3% | -4.1% | -0.4% |
| 3M | +0.7% | +50.6% | -49.9% | -5.2% |
| 6M | -4.5% | +63.9% | -68.4% | -11.7% |
| YTD | -4.7% | +42.4% | -47.1% | -10.4% |
| 1Y | -1.5% | +92.1% | -93.6% | -11.9% |
| All | +69.7% | +502.5% | -432.8% | +30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 3y: compounded portfolio wealth divided by compounded NTRA 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…
3y analysis · Full analysis span regression · 6 months rolling