+12.3%
XLI vs NTRS
+43.5%
-31.2%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.1% | -4.2% | -2.1% |
| 7D | +0.6% | +3.6% | -3.0% | -0.6% |
| 30D | -0.4% | +4.3% | -4.7% | -1.7% |
| 3M | -8.8% | -1.9% | -6.9% | -8.4% |
| 6M | -0.4% | +11.4% | -11.8% | -3.9% |
| YTD | +10.1% | +32.3% | -22.2% | -1.7% |
| 1Y | +12.3% | +42.5% | -30.2% | -2.6% |
| All | +12.3% | +43.5% | -31.2% | -2.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling