+135.2%
XLP vs NTRA
+1,723.2%
-1,588.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -1.0% | +0.6% | -1.6% | -1.0% |
| 30D | -0.9% | +19.5% | -20.4% | -1.6% |
| 3M | +3.8% | +47.8% | -44.0% | +2.2% |
| 6M | -1.7% | +61.6% | -63.4% | -3.7% |
| YTD | +10.3% | +43.3% | -33.0% | +8.4% |
| 1Y | +7.8% | +97.0% | -89.2% | +4.6% |
| 3Y | +27.2% | +424.9% | -397.7% | +17.8% |
| 5Y | +32.5% | +165.2% | -132.6% | +23.7% |
| 10Y | +101.8% | +3,114.3% | -3,012.5% | +69.5% |
| All | +135.2% | +1,723.2% | -1,588.0% | +101.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling