+135.4%
XLP vs NTRA
+3,019.8%
-2,884.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +0.3% |
| 7D | +2.3% | -19.7% | +22.1% | +3.2% |
| 30D | +9.1% | -22.1% | +31.3% | +10.1% |
| 3M | +7.9% | -2.0% | +9.9% | +7.8% |
| 6M | +9.6% | +60.6% | -51.0% | +7.1% |
| YTD | +19.4% | +36.2% | -16.7% | +17.2% |
| 1Y | +22.4% | +51.0% | -28.6% | +19.5% |
| 3Y | +43.2% | +567.5% | -524.3% | +29.6% |
| 5Y | +42.6% | +191.6% | -149.0% | +31.3% |
| 10Y | +135.4% | +2,914.3% | -2,778.9% | +88.7% |
| All | +135.4% | +3,019.8% | -2,884.4% | +88.7% |
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