+144.0%
XLK vs NET
+112.9%
+31.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.7% | +1.1% |
| 7D | +0.9% | -7.0% | +7.8% | +2.3% |
| 30D | +0.7% | -4.8% | +5.5% | +1.5% |
| 3M | -2.9% | +3.8% | -6.8% | -4.2% |
| 6M | +34.3% | +50.0% | -15.8% | +19.8% |
| YTD | +30.4% | +41.5% | -11.1% | +16.9% |
| 1Y | +43.4% | +32.8% | +10.5% | +29.8% |
| 3Y | +116.8% | +335.9% | -219.0% | +47.0% |
| All | +144.0% | +112.9% | +31.1% | +62.5% |
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