+217.9%
XLE vs NTRS
+93.2%
+124.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.7% | 0.0% |
| 7D | +1.7% | +1.4% | +0.3% | +1.3% |
| 30D | +6.7% | -0.7% | +7.4% | +6.9% |
| 3M | +14.9% | +11.3% | +3.5% | +11.0% |
| 6M | +15.9% | +35.5% | -19.6% | +4.8% |
| YTD | +47.7% | +40.6% | +7.1% | +31.5% |
| 1Y | +50.7% | +49.2% | +1.5% | +31.3% |
| 3Y | +57.9% | +167.2% | -109.3% | +11.0% |
| All | +217.9% | +93.2% | +124.7% | +136.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling