+414.6%
XLF vs NTRS
+703.1%
-288.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | 0.0% |
| 7D | -1.5% | +1.4% | -2.8% | -2.3% |
| 30D | -1.2% | -0.7% | -0.5% | -0.8% |
| 3M | +9.2% | +11.3% | -2.1% | +1.4% |
| 6M | +16.3% | +35.5% | -19.2% | -5.7% |
| YTD | +5.4% | +40.6% | -35.2% | -17.0% |
| 1Y | +7.6% | +49.2% | -41.6% | -18.8% |
| 3Y | +74.2% | +167.2% | -93.0% | -14.2% |
| 5Y | +66.1% | +94.9% | -28.8% | -3.5% |
| 10Y | +252.8% | +259.5% | -6.7% | +28.2% |
| All | +414.6% | +703.1% | -288.5% | +0.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling