+20,151.5%
NFLX vs XBI
+921.6%
+19,229.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.2% |
| 7D | -8.1% | -3.6% | -4.5% | -6.4% |
| 30D | -0.3% | +0.9% | -1.2% | -1.0% |
| 3M | -6.6% | +21.4% | -28.0% | -16.1% |
| 6M | -22.7% | +25.5% | -48.2% | -32.3% |
| YTD | -18.9% | +30.8% | -49.8% | -31.0% |
| 1Y | -39.8% | +68.6% | -108.4% | -55.5% |
| 3Y | +71.7% | +103.9% | -32.2% | +10.3% |
| 5Y | +27.2% | +20.8% | +6.5% | +6.0% |
| 10Y | +687.9% | +164.0% | +523.9% | +304.7% |
| All | +20,151.5% | +921.6% | +19,229.9% | +3,969.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XBI.
Daily Out/Under-Performance
Portfolio return minus XBI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XBI 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 XBI 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