+1,449.6%
NET vs XLC
+133.4%
+1,316.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -0.4% |
| 7D | -7.0% | -0.8% | -6.1% | -6.0% |
| 30D | -4.8% | +1.0% | -5.8% | -6.4% |
| 3M | +3.8% | -0.7% | +4.5% | +3.8% |
| 6M | +50.0% | -5.1% | +55.2% | +59.1% |
| YTD | +41.5% | -4.3% | +45.8% | +47.6% |
| 1Y | +32.8% | -0.6% | +33.4% | +31.5% |
| 3Y | +335.9% | +72.7% | +263.2% | +105.8% |
| 5Y | +113.8% | +38.0% | +75.8% | +29.4% |
| All | +1,449.6% | +133.4% | +1,316.2% | +527.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling