+30.8%
XLV vs NTRA
+507.7%
-476.9%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.0% | -0.3% |
| 7D | -3.6% | +0.2% | -3.8% | -3.6% |
| 30D | -1.8% | +4.1% | -5.9% | -2.2% |
| 3M | +7.8% | +50.0% | -42.3% | +3.0% |
| 6M | +9.1% | +67.3% | -58.2% | +2.7% |
| YTD | +7.7% | +43.6% | -35.8% | +2.8% |
| 1Y | +20.4% | +89.2% | -68.8% | +11.5% |
| 3Y | +30.8% | +502.5% | -471.8% | +9.6% |
| All | +30.8% | +507.7% | -476.9% | +9.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling