+155.6%
XLE vs NTR
+81.1%
+74.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +5.4% | -0.3% | +5.8% | +5.6% |
| 30D | -3.9% | +2.0% | -5.9% | -5.2% |
| 3M | +7.0% | +6.4% | +0.6% | +2.9% |
| 6M | +14.2% | +1.6% | +12.6% | +12.2% |
| YTD | +48.2% | +18.2% | +30.0% | +32.2% |
| 1Y | +47.7% | +23.9% | +23.7% | +28.2% |
| 3Y | +70.0% | +44.7% | +25.3% | +29.8% |
| 5Y | +169.1% | +21.3% | +147.8% | +103.5% |
| All | +155.6% | +81.1% | +74.5% | +26.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling