+164.0%
XLV vs NTRA
+1,727.4%
-1,563.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.4% |
| 6M | +9.1% | +67.3% | -58.2% | +3.3% |
| YTD | +7.7% | +43.6% | -35.8% | +3.3% |
| 1Y | +20.4% | +89.2% | -68.8% | +12.3% |
| 3Y | +30.8% | +502.5% | -471.8% | +7.9% |
| 5Y | +34.6% | +173.8% | -139.1% | +14.8% |
| 10Y | +173.4% | +3,189.3% | -3,015.9% | +74.6% |
| All | +164.0% | +1,727.4% | -1,563.3% | +71.2% |
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