+177.8%
XLE vs NTRS
+259.9%
-82.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.7% | -0.2% |
| 7D | +1.7% | +1.4% | +0.3% | +1.0% |
| 30D | +6.7% | -0.7% | +7.4% | +7.0% |
| 3M | +14.9% | +11.3% | +3.5% | +8.2% |
| 6M | +15.9% | +35.5% | -19.6% | -2.4% |
| YTD | +47.7% | +40.6% | +7.1% | +21.1% |
| 1Y | +50.7% | +49.2% | +1.5% | +19.2% |
| 3Y | +57.9% | +167.2% | -109.3% | -13.4% |
| 5Y | +227.0% | +94.9% | +132.1% | +104.8% |
| All | +177.8% | +259.9% | -82.1% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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