+139.9%
XLC vs NTRA
+2,209.9%
-2,070.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.9% |
| 7D | -1.4% | +1.6% | -3.0% | -1.6% |
| 30D | -0.9% | +3.8% | -4.7% | -1.5% |
| 3M | -0.3% | +48.2% | -48.6% | -6.3% |
| 6M | -5.2% | +61.0% | -66.1% | -12.4% |
| YTD | -5.3% | +44.2% | -49.5% | -11.4% |
| 1Y | -2.8% | +87.3% | -90.1% | -12.6% |
| 3Y | +71.2% | +509.4% | -438.2% | +27.1% |
| 5Y | +37.6% | +175.1% | -137.5% | +7.1% |
| All | +139.9% | +2,209.9% | -2,070.0% | +40.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling