-2.5%
NFLX vs XLB
+31.5%
-34.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.1% | -0.5% |
| 7D | +2.6% | -1.4% | +3.9% | +3.5% |
| 30D | -9.0% | +7.1% | -16.1% | -13.4% |
| 3M | -13.7% | +0.6% | -14.4% | -14.2% |
| 6M | -26.9% | +3.5% | -30.4% | -29.1% |
| YTD | -31.8% | +18.2% | -50.0% | -41.0% |
| 1Y | -42.1% | +25.6% | -67.7% | -52.4% |
| 3Y | +47.0% | +46.7% | +0.3% | -0.4% |
| 5Y | -2.5% | +30.9% | -33.4% | -25.4% |
| All | -2.5% | +31.5% | -34.0% | -25.4% |
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 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