+1,381.0%
NET vs XLP
+82.3%
+1,298.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.4% | -5.9% | -4.0% |
| 7D | -16.4% | +5.9% | -22.2% | -18.7% |
| 30D | -25.8% | +13.5% | -39.3% | -30.6% |
| 3M | -11.5% | +8.4% | -19.9% | -15.4% |
| 6M | +18.9% | +11.5% | +7.4% | +11.3% |
| YTD | +35.2% | +20.6% | +14.6% | +19.4% |
| 1Y | +14.5% | +24.3% | -9.9% | -1.0% |
| 3Y | +313.8% | +45.1% | +268.8% | +211.2% |
| 5Y | +32.6% | +44.6% | -12.0% | +2.4% |
| All | +1,381.0% | +82.3% | +1,298.7% | +953.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling