+41.5%
XLP vs NTRA
+167.3%
-125.8%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -14.6% | +13.3% | -0.9% |
| 7D | +0.7% | -25.0% | +25.8% | +1.4% |
| 30D | +10.3% | -21.5% | +31.7% | +10.8% |
| 3M | +6.5% | +17.1% | -10.5% | +5.9% |
| 6M | +8.4% | +44.4% | -36.1% | +6.9% |
| YTD | +18.2% | +35.6% | -17.4% | +16.7% |
| 1Y | +22.4% | +56.5% | -34.1% | +20.2% |
| 3Y | +41.9% | +620.8% | -578.9% | +31.1% |
| All | +41.5% | +167.3% | -125.8% | +26.9% |
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