+26.7%
NFLX vs XLB
+35.6%
-9.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.2% |
| 7D | -5.0% | -0.2% | -4.7% | -4.8% |
| 30D | +3.5% | -1.7% | +5.3% | +4.8% |
| 3M | -7.1% | +4.4% | -11.5% | -10.1% |
| 6M | -22.5% | +5.0% | -27.5% | -25.8% |
| YTD | -18.1% | +15.5% | -33.6% | -27.7% |
| 1Y | -38.3% | +14.9% | -53.2% | -45.5% |
| 3Y | +73.4% | +34.5% | +38.8% | +28.5% |
| 5Y | +26.7% | +36.5% | -9.9% | -4.2% |
| All | +26.7% | +35.6% | -9.0% | -4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling