+170.1%
XLE vs NTRA
+1,700.8%
-1,530.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.2% |
| 7D | 0.0% | +1.1% | -1.1% | -0.1% |
| 30D | +12.6% | +0.6% | +12.0% | +12.5% |
| 3M | +11.8% | +51.8% | -40.0% | +6.5% |
| 6M | +16.1% | +63.6% | -47.5% | +9.0% |
| YTD | +46.9% | +41.5% | +5.4% | +39.8% |
| 1Y | +53.3% | +93.6% | -40.4% | +40.5% |
| 3Y | +54.9% | +498.0% | -443.1% | +22.4% |
| 5Y | +225.7% | +172.5% | +53.2% | +167.8% |
| 10Y | +170.7% | +2,960.8% | -2,790.1% | +57.3% |
| All | +170.1% | +1,700.8% | -1,530.7% | +58.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling