+667.6%
NFLX vs XLB
+166.1%
+501.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.3% |
| 7D | -8.1% | -2.9% | -5.2% | -6.4% |
| 30D | -0.3% | -3.4% | +3.0% | +1.7% |
| 3M | -6.6% | +1.6% | -8.2% | -7.7% |
| 6M | -22.7% | +3.6% | -26.3% | -24.9% |
| YTD | -18.9% | +14.2% | -33.2% | -26.3% |
| 1Y | -39.8% | +15.6% | -55.4% | -45.9% |
| 3Y | +71.7% | +33.1% | +38.6% | +38.2% |
| 5Y | +27.2% | +35.0% | -7.8% | +2.5% |
| All | +667.6% | +166.1% | +501.5% | +288.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling