+188.9%
XLU vs NTRA
+1,727.4%
-1,538.4%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.3% |
| 7D | -1.6% | +0.2% | -1.8% | -1.6% |
| 30D | -3.3% | +4.1% | -7.4% | -3.5% |
| 3M | -3.2% | +50.0% | -53.2% | -5.1% |
| 6M | -7.0% | +67.3% | -74.3% | -9.5% |
| YTD | +0.6% | +43.6% | -43.0% | -1.5% |
| 1Y | +2.4% | +89.2% | -86.8% | -1.1% |
| 3Y | +46.3% | +502.5% | -456.3% | +32.6% |
| 5Y | +44.0% | +173.8% | -129.8% | +32.2% |
| 10Y | +140.1% | +3,189.3% | -3,049.2% | +104.4% |
| All | +188.9% | +1,727.4% | -1,538.4% | +150.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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