+111.9%
XLU vs NTR
+97.9%
+14.0%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -1.6% | -1.3% | -0.3% | -1.4% |
| 30D | -3.3% | +16.8% | -20.1% | -5.8% |
| 3M | -3.2% | +20.7% | -23.9% | -6.3% |
| 6M | -7.0% | +0.5% | -7.5% | -7.5% |
| YTD | +0.6% | +29.2% | -28.6% | -4.4% |
| 1Y | +2.4% | +39.6% | -37.2% | -4.2% |
| 3Y | +46.3% | +37.9% | +8.4% | +35.5% |
| 5Y | +44.0% | +47.1% | -3.1% | +25.7% |
| All | +111.9% | +97.9% | +14.0% | +49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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