+35.5%
XLV vs NTRS
+93.2%
-57.7%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.2% | -0.4% |
| 7D | -3.6% | +1.4% | -4.9% | -3.8% |
| 30D | -1.8% | -0.7% | -1.2% | -1.7% |
| 3M | +7.8% | +11.3% | -3.5% | +5.3% |
| 6M | +9.1% | +35.5% | -26.4% | +2.0% |
| YTD | +7.7% | +40.6% | -32.9% | -0.3% |
| 1Y | +20.4% | +49.2% | -28.8% | +9.9% |
| 3Y | +30.8% | +167.2% | -136.5% | +3.1% |
| All | +35.5% | +93.2% | -57.7% | +14.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling