+70.3%
XLI vs NTRA
+507.7%
-437.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -7.8% |
| 3M | -1.3% | +50.0% | -51.4% | -6.9% |
| 6M | +2.2% | +67.3% | -65.1% | -5.5% |
| YTD | +11.7% | +43.6% | -31.9% | +5.1% |
| 1Y | +14.3% | +89.2% | -75.0% | +3.2% |
| 3Y | +70.3% | +502.5% | -432.2% | +32.5% |
| All | +70.3% | +507.7% | -437.3% | +32.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling