+14.5%
NET vs XLC
-5.6%
+20.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.5% | -6.0% | -4.5% |
| 7D | -16.4% | +1.8% | -18.1% | -17.2% |
| 30D | -25.8% | -6.0% | -19.9% | -23.1% |
| 3M | -11.5% | -6.0% | -5.5% | -8.3% |
| 6M | +18.9% | -9.1% | +28.0% | +26.3% |
| YTD | +35.2% | -10.0% | +45.2% | +43.7% |
| 1Y | +14.5% | -5.8% | +20.3% | +14.4% |
| All | +14.5% | -5.6% | +20.0% | +14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling