+32.6%
NET vs IT
-36.7%
+69.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.5% | -4.0% | -3.4% |
| 7D | -16.4% | -5.5% | -10.9% | -14.9% |
| 30D | -25.8% | +10.3% | -36.2% | -32.4% |
| 3M | -11.5% | +11.5% | -23.1% | -21.2% |
| 6M | +18.9% | +40.3% | -21.3% | -14.4% |
| YTD | +35.2% | -17.9% | +53.1% | +44.0% |
| 1Y | +14.5% | -8.8% | +23.3% | +9.9% |
| 3Y | +313.8% | -46.4% | +360.2% | +468.3% |
| 5Y | +32.6% | -37.3% | +69.9% | +41.3% |
| All | +32.6% | -36.7% | +69.3% | +41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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