+362.5%
XLK vs NET
+1,381.0%
-1,018.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +0.5% |
| 7D | -7.6% | -16.4% | +8.8% | -4.2% |
| 30D | -12.2% | -25.8% | +13.7% | -6.8% |
| 3M | -5.5% | -11.5% | +6.1% | -3.8% |
| 6M | +9.2% | +18.9% | -9.7% | +2.9% |
| YTD | +23.0% | +35.2% | -12.2% | +11.1% |
| 1Y | +20.7% | +14.5% | +6.3% | +12.9% |
| 3Y | +109.4% | +313.8% | -204.4% | +45.1% |
| 5Y | +120.4% | +32.6% | +87.8% | +68.5% |
| All | +362.5% | +1,381.0% | -1,018.5% | +106.0% |
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