+50.3%
XLE vs NTR
+41.6%
+8.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | +0.2% |
| 7D | +0.5% | -2.5% | +2.9% | +1.3% |
| 30D | +6.6% | +17.0% | -10.5% | +1.2% |
| 3M | +12.3% | +22.2% | -9.9% | +5.1% |
| 6M | +18.4% | +5.2% | +13.2% | +15.3% |
| YTD | +47.2% | +29.7% | +17.6% | +35.3% |
| 1Y | +50.3% | +39.4% | +10.9% | +36.3% |
| All | +50.3% | +41.6% | +8.7% | +36.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling