+81.8%
XLI vs NTRS
+93.2%
-11.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.7% |
| 7D | -1.7% | +1.4% | -3.0% | -2.2% |
| 30D | -7.3% | -0.7% | -6.6% | -7.1% |
| 3M | -1.3% | +11.3% | -12.7% | -5.5% |
| 6M | +2.2% | +35.5% | -33.3% | -9.4% |
| YTD | +11.7% | +40.6% | -28.9% | -2.7% |
| 1Y | +14.3% | +49.2% | -34.9% | -2.9% |
| 3Y | +70.3% | +167.2% | -96.9% | +13.2% |
| All | +81.8% | +93.2% | -11.4% | +33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling