+217.9%
XLE vs NTR
+45.7%
+172.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | +1.7% | -1.3% | +3.0% | +2.2% |
| 30D | +6.7% | +16.8% | -10.0% | +0.5% |
| 3M | +14.9% | +20.7% | -5.9% | +6.6% |
| 6M | +15.9% | +0.5% | +15.4% | +14.8% |
| YTD | +47.7% | +29.2% | +18.5% | +32.4% |
| 1Y | +50.7% | +39.6% | +11.1% | +30.5% |
| 3Y | +57.9% | +37.9% | +20.0% | +34.8% |
| All | +217.9% | +45.7% | +172.2% | +128.6% |
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 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