-8.5%
NFLX vs XHB
+28.9%
-37.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.2% |
| 7D | -2.0% | -0.2% | -1.8% | -1.9% |
| 30D | -11.9% | +9.9% | -21.9% | -15.4% |
| 3M | -20.6% | -6.3% | -14.3% | -18.6% |
| 6M | -29.0% | +3.8% | -32.9% | -31.0% |
| YTD | -33.7% | +0.1% | -33.8% | -35.4% |
| 1Y | -46.2% | -0.8% | -45.3% | -47.5% |
| 3Y | +39.8% | +35.6% | +4.2% | 0.0% |
| All | -8.5% | +28.9% | -37.4% | -37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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