+569.3%
XLP vs NTRS
+656.6%
-87.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.3% |
| 7D | +2.5% | +3.2% | -0.7% | +1.8% |
| 30D | +7.3% | +9.6% | -2.3% | +5.2% |
| 3M | +8.1% | -6.0% | +14.1% | +9.3% |
| 6M | +10.5% | +10.4% | +0.1% | +7.8% |
| YTD | +21.2% | +32.5% | -11.3% | +13.3% |
| 1Y | +22.7% | +41.2% | -18.5% | +13.1% |
| 3Y | +44.8% | +173.4% | -128.6% | +14.0% |
| 5Y | +44.7% | +65.0% | -20.2% | +24.8% |
| 10Y | +139.1% | +192.3% | -53.2% | +75.2% |
| All | +569.3% | +656.6% | -87.4% | +228.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling