+102.4%
XLP vs NTRS
+256.1%
-153.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.3% | -0.2% |
| 7D | -2.5% | +0.3% | -2.9% | -2.6% |
| 30D | -1.9% | +0.2% | -2.0% | -2.0% |
| 3M | -2.1% | +13.2% | -15.3% | -4.9% |
| 6M | -1.8% | +36.9% | -38.8% | -8.8% |
| YTD | +8.3% | +39.1% | -30.8% | 0.0% |
| 1Y | +6.8% | +50.4% | -43.6% | -3.3% |
| 3Y | +25.7% | +166.8% | -141.1% | -2.5% |
| 5Y | +31.9% | +92.9% | -61.0% | +8.6% |
| All | +102.4% | +256.1% | -153.7% | +41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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