+32.6%
NET vs XLB
+36.3%
-3.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.5% | -5.1% | -5.6% |
| 7D | -16.4% | +3.9% | -20.3% | -20.7% |
| 30D | -25.8% | +8.9% | -34.7% | -33.8% |
| 3M | -11.5% | +4.1% | -15.7% | -17.0% |
| 6M | +18.9% | +7.3% | +11.6% | +5.9% |
| YTD | +35.2% | +20.4% | +14.8% | -0.5% |
| 1Y | +14.5% | +29.5% | -15.1% | -24.7% |
| 3Y | +313.8% | +44.9% | +268.9% | +112.9% |
| 5Y | +32.6% | +36.6% | -4.1% | -17.9% |
| All | +32.6% | +36.3% | -3.8% | -17.9% |
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