+1,449.6%
NET vs XLP
+66.7%
+1,382.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.6% |
| 7D | -7.0% | -1.0% | -6.0% | -6.5% |
| 30D | -4.8% | -0.9% | -3.9% | -4.5% |
| 3M | +3.8% | +3.8% | 0.0% | +1.2% |
| 6M | +50.0% | -1.7% | +51.8% | +50.1% |
| YTD | +41.5% | +10.3% | +31.2% | +31.1% |
| 1Y | +32.8% | +7.8% | +25.0% | +24.4% |
| 3Y | +335.9% | +27.2% | +308.7% | +255.6% |
| 5Y | +113.8% | +32.5% | +81.3% | +73.1% |
| All | +1,449.6% | +66.7% | +1,382.9% | +1,056.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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