+186.8%
XLE vs NET
+1,381.0%
-1,194.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.6% | -2.2% | -4.6% |
| 7D | -7.2% | -16.4% | +9.2% | -6.3% |
| 30D | +0.1% | -25.8% | +26.0% | +1.7% |
| 3M | +9.2% | -11.5% | +20.7% | +9.6% |
| 6M | +8.4% | +18.9% | -10.6% | +6.4% |
| YTD | +44.9% | +35.2% | +9.7% | +40.4% |
| 1Y | +49.9% | +14.5% | +35.4% | +46.7% |
| 3Y | +61.1% | +313.8% | -252.7% | +43.7% |
| 5Y | +163.4% | +32.6% | +130.8% | +138.0% |
| All | +186.8% | +1,381.0% | -1,194.2% | +99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NET.
Daily Out/Under-Performance
Portfolio return minus NET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NET 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 NET 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