+139.6%
XLI vs NET
+1,381.0%
-1,241.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.6% | +1.5% | -0.9% |
| 7D | +0.6% | -16.4% | +16.9% | +2.1% |
| 30D | -0.4% | -25.8% | +25.5% | +2.1% |
| 3M | -8.8% | -11.5% | +2.7% | -8.3% |
| 6M | -0.4% | +18.9% | -19.3% | -3.2% |
| YTD | +10.1% | +35.2% | -25.1% | +4.9% |
| 1Y | +12.3% | +14.5% | -2.1% | +8.7% |
| 3Y | +73.9% | +313.8% | -239.9% | +46.8% |
| 5Y | +73.4% | +32.6% | +40.9% | +48.7% |
| All | +139.6% | +1,381.0% | -1,241.4% | +62.8% |
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 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