+112.5%
NET vs XLB
+36.1%
+76.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.6% | -1.5% |
| 7D | -7.0% | -1.4% | -5.6% | -5.4% |
| 30D | -4.8% | -0.4% | -4.4% | -4.5% |
| 3M | +3.8% | +2.0% | +1.9% | +0.3% |
| 6M | +50.0% | +1.8% | +48.2% | +42.8% |
| YTD | +41.5% | +16.6% | +24.9% | +9.6% |
| 1Y | +32.8% | +16.9% | +15.9% | +1.8% |
| 3Y | +335.9% | +32.6% | +303.3% | +164.0% |
| All | +112.5% | +36.1% | +76.3% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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