+500.3%
XLP vs NTRS
+703.1%
-202.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.7% | +0.1% |
| 7D | -1.4% | +1.4% | -2.8% | -1.7% |
| 30D | -2.0% | -0.7% | -1.3% | -1.9% |
| 3M | -1.5% | +11.3% | -12.9% | -3.9% |
| 6M | -0.2% | +35.5% | -35.7% | -6.8% |
| YTD | +8.7% | +40.6% | -31.9% | +0.5% |
| 1Y | +6.3% | +49.2% | -42.9% | -3.1% |
| 3Y | +25.1% | +167.2% | -142.1% | -1.0% |
| 5Y | +32.4% | +94.9% | -62.6% | +10.1% |
| 10Y | +107.0% | +259.5% | -152.5% | +45.4% |
| All | +500.3% | +703.1% | -202.8% | +191.4% |
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