+147.1%
XLI vs NET
+1,449.6%
-1,302.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.4% | +0.6% |
| 7D | -1.1% | -7.0% | +5.9% | -0.4% |
| 30D | -5.9% | -4.8% | -1.2% | -5.7% |
| 3M | -0.3% | +3.8% | -4.1% | -0.9% |
| 6M | +0.1% | +50.0% | -49.9% | -4.8% |
| YTD | +13.6% | +41.5% | -27.9% | +8.2% |
| 1Y | +17.2% | +32.8% | -15.6% | +12.0% |
| 3Y | +68.2% | +335.9% | -267.7% | +41.6% |
| 5Y | +80.7% | +113.8% | -33.1% | +51.1% |
| All | +147.1% | +1,449.6% | -1,302.5% | +67.8% |
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