-37.8%
NFLX vs XLB
+17.4%
-55.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.3% | -5.0% | -5.3% |
| 7D | -4.2% | -1.4% | -2.9% | -4.1% |
| 30D | +5.5% | -0.4% | +5.8% | +5.5% |
| 3M | -4.1% | +2.0% | -6.0% | -4.2% |
| 6M | -20.7% | +1.8% | -22.5% | -20.9% |
| YTD | -16.5% | +16.6% | -33.1% | -17.2% |
| 1Y | -37.8% | +16.9% | -54.7% | -39.4% |
| All | -37.8% | +17.4% | -55.2% | -39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 1y: compounded portfolio wealth divided by compounded XLB 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…
1y analysis · Full analysis span regression · 6 months rolling