-39.3%
NFLX vs XLB
+29.8%
-69.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.5% | +2.2% | +4.3% |
| 7D | +7.1% | +3.9% | +3.2% | +6.5% |
| 30D | -1.6% | +8.9% | -10.5% | -2.7% |
| 3M | -9.8% | +4.1% | -13.9% | -10.3% |
| 6M | -27.1% | +7.3% | -34.4% | -27.6% |
| YTD | -29.2% | +20.4% | -49.6% | -30.8% |
| 1Y | -39.3% | +29.5% | -68.8% | -42.3% |
| All | -39.3% | +29.8% | -69.1% | -42.3% |
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