+154.0%
XLE vs NTR
+98.7%
+55.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | +0.7% |
| 7D | +0.5% | -2.5% | +2.9% | +1.8% |
| 30D | +6.6% | +17.0% | -10.5% | -2.1% |
| 3M | +12.3% | +22.2% | -9.9% | +0.4% |
| 6M | +18.4% | +5.2% | +13.2% | +13.8% |
| YTD | +47.2% | +29.7% | +17.6% | +25.6% |
| 1Y | +50.3% | +39.4% | +10.9% | +22.2% |
| 3Y | +55.3% | +38.2% | +17.1% | +22.6% |
| 5Y | +226.0% | +47.6% | +178.3% | +117.8% |
| All | +154.0% | +98.7% | +55.3% | +20.6% |
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