+137.7%
XLF vs NET
+1,381.0%
-1,243.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.6% | +6.1% | +3.7% |
| 7D | +5.5% | -16.4% | +21.8% | +7.0% |
| 30D | +9.9% | -25.8% | +35.7% | +12.5% |
| 3M | +2.6% | -11.5% | +14.2% | +3.2% |
| 6M | +15.6% | +18.9% | -3.3% | +12.4% |
| YTD | +9.4% | +35.2% | -25.8% | +4.4% |
| 1Y | +14.7% | +14.5% | +0.3% | +11.0% |
| 3Y | +83.6% | +313.8% | -230.2% | +55.1% |
| 5Y | +61.3% | +32.6% | +28.7% | +37.7% |
| All | +137.7% | +1,381.0% | -1,243.3% | +55.2% |
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