+136.2%
XLP vs NTRA
+2,796.3%
-2,660.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.5% |
| 7D | -0.2% | -11.2% | +11.0% | +0.2% |
| 30D | +8.2% | -18.4% | +26.5% | +8.9% |
| 3M | +7.7% | +2.2% | +5.5% | +7.4% |
| 6M | +9.3% | +58.1% | -48.8% | +6.8% |
| YTD | +19.5% | +41.0% | -21.5% | +17.1% |
| 1Y | +21.0% | +54.1% | -33.1% | +18.1% |
| 3Y | +43.2% | +590.9% | -547.7% | +29.5% |
| 5Y | +42.7% | +180.7% | -138.0% | +31.7% |
| All | +136.2% | +2,796.3% | -2,660.2% | +87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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