+83.9%
XLI vs NET
+112.9%
-29.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.6% |
| 3M | -0.3% | +3.8% | -4.1% | -1.0% |
| 6M | +0.1% | +50.0% | -49.9% | -5.5% |
| YTD | +13.6% | +41.5% | -27.9% | +7.4% |
| 1Y | +17.2% | +32.8% | -15.6% | +11.3% |
| 3Y | +68.2% | +335.9% | -267.7% | +37.4% |
| All | +83.9% | +112.9% | -29.0% | +46.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling