+143.7%
XLC vs NTRS
+127.7%
+16.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.6% |
| 7D | +0.5% | +1.4% | -0.9% | 0.0% |
| 30D | +2.1% | -0.7% | +2.8% | +2.3% |
| 3M | +0.7% | +11.3% | -10.6% | -3.5% |
| 6M | -3.2% | +35.5% | -38.7% | -14.1% |
| YTD | -3.8% | +40.6% | -44.4% | -16.2% |
| 1Y | -2.0% | +49.2% | -51.2% | -16.8% |
| 3Y | +71.4% | +167.2% | -95.9% | +13.5% |
| 5Y | +40.7% | +94.9% | -54.2% | +3.3% |
| All | +143.7% | +127.7% | +16.0% | +52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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