+58.3%
XLE vs NTR
+40.7%
+17.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +0.3% | +0.5% | -0.2% | +0.1% |
| 30D | +8.5% | +21.7% | -13.2% | +1.7% |
| 3M | +14.6% | +22.8% | -8.1% | +7.0% |
| 6M | +17.6% | +8.2% | +9.3% | +13.7% |
| YTD | +48.1% | +32.9% | +15.2% | +34.0% |
| 1Y | +53.8% | +45.3% | +8.5% | +34.9% |
| All | +58.3% | +40.7% | +17.6% | +37.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling