+106.0%
XLV vs NET
+1,479.4%
-1,373.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.9% | -4.4% | -2.6% |
| 7D | -2.6% | -0.4% | -2.2% | -2.6% |
| 30D | +0.9% | -5.3% | +6.2% | +1.1% |
| 3M | +10.0% | +14.7% | -4.8% | +8.7% |
| 6M | +10.4% | +45.7% | -35.3% | +6.5% |
| YTD | +8.9% | +44.2% | -35.3% | +4.8% |
| 1Y | +23.4% | +30.5% | -7.1% | +19.3% |
| 3Y | +33.1% | +353.6% | -320.5% | +14.6% |
| 5Y | +33.3% | +121.8% | -88.5% | +14.7% |
| All | +106.0% | +1,479.4% | -1,373.5% | +32.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling