+153.1%
XLE vs NTR
+81.1%
+72.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.8% |
| 7D | +4.4% | -1.4% | +5.8% | +5.1% |
| 30D | -4.3% | +2.2% | -6.5% | -5.6% |
| 3M | +6.0% | +6.8% | -0.8% | +1.8% |
| 6M | +13.2% | +0.6% | +12.6% | +11.8% |
| YTD | +46.7% | +18.2% | +28.5% | +31.0% |
| 1Y | +46.6% | +21.3% | +25.3% | +28.7% |
| 3Y | +69.6% | +46.6% | +22.9% | +28.4% |
| 5Y | +166.5% | +21.3% | +145.2% | +101.6% |
| All | +153.1% | +81.1% | +72.1% | +25.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling