+128.8%
XLV vs NET
+1,258.4%
-1,129.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -8.3% | +5.8% | -2.0% |
| 7D | +0.5% | -21.2% | +21.7% | +1.9% |
| 30D | +10.7% | -31.1% | +41.8% | +13.2% |
| 3M | +13.1% | -16.5% | +29.6% | +13.9% |
| 6M | +28.3% | 0.0% | +28.3% | +27.0% |
| YTD | +20.9% | +24.0% | -3.1% | +17.2% |
| 1Y | +29.1% | +7.0% | +22.1% | +26.4% |
| 3Y | +52.6% | +279.6% | -227.0% | +32.8% |
| 5Y | +51.0% | +24.0% | +27.0% | +36.9% |
| All | +128.8% | +1,258.4% | -1,129.6% | +48.6% |
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