-44.3%
NFLX vs XLB
+23.7%
-68.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | -0.3% | +0.5% | -0.7% | -0.3% |
| 30D | -10.0% | +6.9% | -16.9% | -10.7% |
| 3M | -17.1% | -0.2% | -16.9% | -17.2% |
| 6M | -27.7% | +3.3% | -31.0% | -27.9% |
| YTD | -32.5% | +18.0% | -50.6% | -33.2% |
| All | -44.3% | +23.7% | -68.0% | -45.5% |
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