+172.5%
XLE vs NTRA
+1,672.7%
-1,500.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.1% |
| 7D | +5.4% | +2.7% | +2.7% | +5.1% |
| 30D | -3.9% | -19.2% | +15.2% | -2.1% |
| 3M | +7.0% | +2.7% | +4.3% | +6.3% |
| 6M | +14.2% | +63.4% | -49.2% | +7.4% |
| YTD | +48.2% | +39.3% | +8.9% | +40.8% |
| 1Y | +47.7% | +59.0% | -11.3% | +38.2% |
| 3Y | +70.0% | +557.4% | -487.4% | +32.8% |
| 5Y | +169.1% | +177.4% | -8.2% | +120.5% |
| 10Y | +180.7% | +2,761.8% | -2,581.1% | +63.8% |
| All | +172.5% | +1,672.7% | -1,500.3% | +59.8% |
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