+103.6%
XLP vs NTR
+83.5%
+20.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.3% | +0.2% |
| 7D | +2.3% | +4.1% | -1.8% | +1.8% |
| 30D | +9.1% | +7.0% | +2.2% | +8.1% |
| 3M | +7.9% | +9.7% | -1.8% | +6.3% |
| 6M | +9.6% | +7.4% | +2.2% | +8.2% |
| YTD | +19.4% | +19.8% | -0.3% | +15.4% |
| 1Y | +22.4% | +25.4% | -3.0% | +17.3% |
| 3Y | +43.2% | +48.6% | -5.4% | +32.0% |
| 5Y | +42.6% | +24.0% | +18.5% | +29.5% |
| All | +103.6% | +83.5% | +20.1% | +56.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling