+18.9%
NET vs XE
-67.2%
+86.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -8.5% | +5.9% | -1.0% |
| 7D | -16.4% | -12.9% | -3.4% | -14.2% |
| 30D | -25.8% | -30.3% | +4.4% | -21.3% |
| 3M | -11.5% | -45.9% | +34.3% | -3.5% |
| 6M | +18.9% | -66.2% | +85.1% | +29.6% |
| All | +18.9% | -67.2% | +86.2% | +29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 6mo: compounded portfolio wealth divided by compounded XE 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…
6mo analysis · Full analysis span regression · 6 months rolling