+160.8%
XLI vs NTR
+97.9%
+62.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.4% | +1.2% |
| 7D | -1.7% | -1.3% | -0.4% | -1.3% |
| 30D | -7.3% | +16.8% | -24.0% | -11.7% |
| 3M | -1.3% | +20.7% | -22.1% | -7.4% |
| 6M | +2.2% | +0.5% | +1.7% | +0.8% |
| YTD | +11.7% | +29.2% | -17.5% | +1.0% |
| 1Y | +14.3% | +39.6% | -25.3% | +0.1% |
| 3Y | +70.3% | +37.9% | +32.5% | +46.5% |
| 5Y | +82.3% | +47.1% | +35.3% | +37.1% |
| All | +160.8% | +97.9% | +62.9% | +51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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