+166.5%
XLE vs NTR
+21.6%
+144.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.7% |
| 7D | +4.4% | -1.4% | +5.8% | +4.9% |
| 30D | -4.3% | +2.2% | -6.5% | -5.2% |
| 3M | +6.0% | +6.8% | -0.8% | +3.1% |
| 6M | +13.2% | +0.6% | +12.6% | +12.4% |
| YTD | +46.7% | +18.2% | +28.5% | +36.0% |
| 1Y | +46.6% | +21.3% | +25.3% | +34.4% |
| 3Y | +69.6% | +46.6% | +22.9% | +41.1% |
| 5Y | +166.5% | +21.3% | +145.2% | +125.1% |
| All | +166.5% | +21.6% | +144.9% | +125.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling