+253.9%
XLI vs NTRS
+259.9%
-6.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.6% |
| 7D | -1.7% | +1.4% | -3.0% | -2.3% |
| 30D | -7.3% | -0.7% | -6.6% | -7.0% |
| 3M | -1.3% | +11.3% | -12.7% | -6.4% |
| 6M | +2.2% | +35.5% | -33.3% | -11.9% |
| YTD | +11.7% | +40.6% | -28.9% | -5.8% |
| 1Y | +14.3% | +49.2% | -34.9% | -6.5% |
| 3Y | +70.3% | +167.2% | -96.9% | +2.4% |
| 5Y | +82.3% | +94.9% | -12.6% | +23.8% |
| All | +253.9% | +259.9% | -6.0% | +74.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling