+322.4%
NET vs XLC
+60.8%
+261.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.5% | -6.0% | -6.5% |
| 7D | -16.4% | +1.8% | -18.1% | -18.1% |
| 30D | -25.8% | -6.0% | -19.9% | -20.7% |
| 3M | -11.5% | -6.0% | -5.5% | -5.4% |
| 6M | +18.9% | -9.1% | +28.0% | +32.0% |
| YTD | +35.2% | -10.0% | +45.2% | +51.4% |
| 1Y | +14.5% | -5.8% | +20.3% | +20.2% |
| All | +322.4% | +60.8% | +261.7% | +126.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling