+32.0%
XLP vs NTRA
+164.5%
-132.5%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.6% | -0.6% |
| 7D | -1.4% | +1.1% | -2.5% | -1.5% |
| 30D | -1.3% | +0.6% | -1.9% | -1.3% |
| 3M | +1.8% | +51.8% | -50.0% | +0.5% |
| 6M | -0.8% | +63.6% | -64.4% | -2.4% |
| YTD | +9.5% | +41.5% | -32.0% | +8.1% |
| 1Y | +7.2% | +93.6% | -86.5% | +4.6% |
| 3Y | +27.1% | +498.0% | -470.9% | +18.3% |
| 5Y | +32.0% | +172.5% | -140.4% | +20.8% |
| All | +32.0% | +164.5% | -132.5% | +20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling