+176.9%
XLE vs NTRA
+3,171.2%
-2,994.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.4% |
| 7D | +0.5% | -0.5% | +0.9% | +0.5% |
| 30D | +6.6% | +4.3% | +2.3% | +6.0% |
| 3M | +12.3% | +50.6% | -38.4% | +6.8% |
| 6M | +18.4% | +63.9% | -45.5% | +10.8% |
| YTD | +47.2% | +42.4% | +4.9% | +39.7% |
| 1Y | +50.3% | +92.1% | -41.8% | +37.3% |
| 3Y | +55.3% | +501.7% | -446.4% | +20.9% |
| 5Y | +226.0% | +171.4% | +54.5% | +165.9% |
| All | +176.9% | +3,171.2% | -2,994.3% | +52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 10y: compounded portfolio wealth divided by compounded NTRA 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…
10y analysis · Full analysis span regression · 6 months rolling