+58.3%
XLE vs NTRA
+510.2%
-451.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.8% |
| 7D | +0.3% | +1.6% | -1.3% | +0.3% |
| 30D | +8.5% | +3.8% | +4.8% | +8.4% |
| 3M | +14.6% | +48.2% | -33.6% | +13.2% |
| 6M | +17.6% | +61.0% | -43.4% | +15.4% |
| YTD | +48.1% | +44.2% | +3.9% | +46.1% |
| 1Y | +53.8% | +87.3% | -33.5% | +48.1% |
| All | +58.3% | +510.2% | -451.9% | +45.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling