+132.4%
XLF vs NET
+1,449.6%
-1,317.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.6% |
| 7D | 0.0% | -7.0% | +7.0% | +0.6% |
| 30D | +0.2% | -4.8% | +5.0% | +0.4% |
| 3M | +11.7% | +3.8% | +7.9% | +10.9% |
| 6M | +13.8% | +50.0% | -36.3% | +8.3% |
| YTD | +7.0% | +41.5% | -34.5% | +2.0% |
| 1Y | +9.1% | +32.8% | -23.7% | +4.4% |
| 3Y | +75.6% | +335.9% | -260.3% | +47.9% |
| 5Y | +66.4% | +113.8% | -47.4% | +38.5% |
| All | +132.4% | +1,449.6% | -1,317.1% | +51.8% |
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