+1,381.0%
NET vs XLC
+119.4%
+1,261.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.5% | -6.0% | -7.2% |
| 7D | -16.4% | +1.8% | -18.1% | -18.4% |
| 30D | -25.8% | -6.0% | -19.9% | -20.0% |
| 3M | -11.5% | -6.0% | -5.5% | -4.6% |
| 6M | +18.9% | -9.1% | +28.0% | +33.1% |
| YTD | +35.2% | -10.0% | +45.2% | +52.5% |
| 1Y | +14.5% | -5.8% | +20.3% | +21.1% |
| 3Y | +313.8% | +60.8% | +253.0% | +112.4% |
| 5Y | +32.6% | +36.6% | -4.0% | -16.7% |
| All | +1,381.0% | +119.4% | +1,261.6% | +548.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 10y: compounded portfolio wealth divided by compounded XLC 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…
10y analysis · Full analysis span regression · 6 months rolling