+32.0%
XLP vs NTR
+51.1%
-19.1%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -0.8% |
| 7D | -1.4% | +3.8% | -5.3% | -1.7% |
| 30D | -1.3% | +25.2% | -26.5% | -3.0% |
| 3M | +1.8% | +21.0% | -19.2% | +0.3% |
| 6M | -0.8% | +7.6% | -8.4% | -1.6% |
| YTD | +9.5% | +32.9% | -23.3% | +6.6% |
| 1Y | +7.2% | +43.1% | -35.9% | +3.6% |
| 3Y | +27.1% | +41.6% | -14.5% | +22.1% |
| 5Y | +32.0% | +54.8% | -22.7% | +24.3% |
| All | +32.0% | +51.1% | -19.1% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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