+128.4%
XLV vs NTR
+97.9%
+30.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -3.6% | -1.3% | -2.3% | -3.3% |
| 30D | -1.8% | +16.8% | -18.6% | -4.6% |
| 3M | +7.8% | +20.7% | -13.0% | +3.9% |
| 6M | +9.1% | +0.5% | +8.6% | +8.4% |
| YTD | +7.7% | +29.2% | -21.5% | +1.6% |
| 1Y | +20.4% | +39.6% | -19.2% | +11.5% |
| 3Y | +30.8% | +37.9% | -7.1% | +19.7% |
| 5Y | +34.6% | +47.1% | -12.4% | +13.2% |
| All | +128.4% | +97.9% | +30.4% | +63.2% |
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