+187.5%
XLE vs NET
+1,449.6%
-1,262.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.8% |
| 7D | +2.2% | -7.0% | +9.2% | +2.6% |
| 30D | +11.8% | -4.8% | +16.6% | +12.0% |
| 3M | +9.8% | +3.8% | +6.0% | +9.3% |
| 6M | +15.6% | +50.0% | -34.5% | +11.9% |
| YTD | +45.3% | +41.5% | +3.8% | +40.7% |
| 1Y | +48.3% | +32.8% | +15.5% | +44.0% |
| 3Y | +55.4% | +335.9% | -280.4% | +38.3% |
| 5Y | +216.1% | +113.8% | +102.3% | +178.2% |
| All | +187.5% | +1,449.6% | -1,262.0% | +99.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling