+31.3%
XLP vs NTRS
+88.7%
-57.4%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.1% |
| 7D | -2.9% | +0.9% | -3.8% | -3.0% |
| 30D | -2.2% | -1.2% | -1.0% | -2.1% |
| 3M | -0.6% | +8.8% | -9.3% | -2.0% |
| 6M | -2.2% | +34.7% | -36.9% | -7.0% |
| YTD | +8.3% | +37.2% | -29.0% | +2.3% |
| 1Y | +5.7% | +46.3% | -40.6% | -1.4% |
| 3Y | +25.7% | +163.2% | -137.6% | +3.4% |
| 5Y | +31.3% | +86.9% | -55.6% | +13.5% |
| All | +31.3% | +88.7% | -57.4% | +13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling