+57.4%
XLE vs NTRS
+165.3%
-108.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -1.9% | -0.9% |
| 7D | +0.5% | +0.3% | +0.1% | +0.4% |
| 30D | +6.6% | +0.2% | +6.4% | +6.5% |
| 3M | +12.3% | +13.2% | -0.9% | +8.6% |
| 6M | +18.4% | +36.9% | -18.5% | +8.2% |
| YTD | +47.2% | +39.1% | +8.1% | +33.3% |
| 1Y | +50.3% | +50.4% | -0.2% | +32.3% |
| All | +57.4% | +165.3% | -108.0% | +13.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling