+169.4%
XLV vs NTRS
+259.9%
-90.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.2% | -0.5% |
| 7D | -3.6% | +1.4% | -4.9% | -3.9% |
| 30D | -1.8% | -0.7% | -1.2% | -1.7% |
| 3M | +7.8% | +11.3% | -3.5% | +4.4% |
| 6M | +9.1% | +35.5% | -26.4% | -0.3% |
| YTD | +7.7% | +40.6% | -32.9% | -2.8% |
| 1Y | +20.4% | +49.2% | -28.8% | +6.5% |
| 3Y | +30.8% | +167.2% | -136.5% | -4.6% |
| 5Y | +34.6% | +94.9% | -60.3% | +5.7% |
| All | +169.4% | +259.9% | -90.6% | +60.2% |
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