+135.9%
XLU vs NTRS
+259.9%
-124.1%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.6% |
| 7D | -1.6% | +1.4% | -3.0% | -1.9% |
| 30D | -3.3% | -0.7% | -2.7% | -3.2% |
| 3M | -3.2% | +11.3% | -14.5% | -5.8% |
| 6M | -7.0% | +35.5% | -42.5% | -14.0% |
| YTD | +0.6% | +40.6% | -40.0% | -8.1% |
| 1Y | +2.4% | +49.2% | -46.8% | -8.0% |
| 3Y | +46.3% | +167.2% | -121.0% | +11.1% |
| 5Y | +44.0% | +94.9% | -51.0% | +15.9% |
| All | +135.9% | +259.9% | -124.1% | +70.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling