+253.9%
XLI vs NTRA
+3,199.2%
-2,945.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +1.0% |
| 7D | -1.7% | +0.2% | -1.9% | -1.7% |
| 30D | -7.3% | +4.1% | -11.4% | -7.7% |
| 3M | -1.3% | +50.0% | -51.4% | -6.0% |
| 6M | +2.2% | +67.3% | -65.1% | -4.1% |
| YTD | +11.7% | +43.6% | -31.9% | +6.3% |
| 1Y | +14.3% | +89.2% | -75.0% | +5.3% |
| 3Y | +70.3% | +502.5% | -432.2% | +36.4% |
| 5Y | +82.3% | +173.8% | -91.4% | +51.9% |
| All | +253.9% | +3,199.2% | -2,945.3% | +111.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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