+44.0%
XLP vs NTRS
+64.9%
-20.9%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.4% |
| 7D | +2.5% | +3.2% | -0.7% | +2.1% |
| 30D | +7.3% | +9.6% | -2.3% | +5.9% |
| 3M | +8.1% | -6.0% | +14.1% | +9.0% |
| 6M | +10.5% | +10.4% | +0.1% | +8.5% |
| YTD | +21.2% | +32.5% | -11.3% | +15.1% |
| 1Y | +22.7% | +41.2% | -18.5% | +15.2% |
| 3Y | +44.8% | +173.4% | -128.6% | +18.1% |
| All | +44.0% | +64.9% | -20.9% | +28.1% |
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