+33.6%
XLY vs NTR
+36.8%
-3.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +0.9% |
| 7D | -1.7% | -1.3% | -0.4% | -1.6% |
| 30D | -4.2% | +16.8% | -21.0% | -5.6% |
| 3M | -2.7% | +20.7% | -23.4% | -4.6% |
| 6M | -0.6% | +0.5% | -1.2% | -0.7% |
| YTD | -5.0% | +29.2% | -34.2% | -9.4% |
| 1Y | -4.1% | +39.6% | -43.7% | -10.1% |
| 3Y | +33.6% | +37.9% | -4.3% | +24.2% |
| All | +33.6% | +36.8% | -3.2% | +24.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling