+322.4%
NET vs XLP
+45.0%
+277.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.4% | -5.9% | -1.1% |
| 7D | -16.4% | +5.9% | -22.2% | -14.2% |
| 30D | -25.8% | +13.5% | -39.3% | -22.3% |
| 3M | -11.5% | +8.4% | -19.9% | -8.4% |
| 6M | +18.9% | +11.5% | +7.4% | +24.4% |
| YTD | +35.2% | +20.6% | +14.6% | +41.5% |
| 1Y | +14.5% | +24.3% | -9.9% | +19.4% |
| All | +322.4% | +45.0% | +277.4% | +299.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling