+1,475.9%
XLK vs NTRS
+703.1%
+772.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.3% | +0.9% |
| 7D | +0.2% | +1.4% | -1.2% | -0.4% |
| 30D | -0.6% | -0.7% | 0.0% | -0.4% |
| 3M | +2.6% | +11.3% | -8.8% | -2.1% |
| 6M | +34.0% | +35.5% | -1.6% | +17.5% |
| YTD | +30.7% | +40.6% | -9.9% | +12.6% |
| 1Y | +39.2% | +49.2% | -10.0% | +16.8% |
| 3Y | +120.4% | +167.2% | -46.8% | +42.6% |
| 5Y | +148.8% | +94.9% | +53.9% | +79.2% |
| 10Y | +803.3% | +259.5% | +543.8% | +379.0% |
| All | +1,475.9% | +703.1% | +772.7% | +370.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling