+53,350.7%
NFLX vs XLB
+647.0%
+52,703.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.1% | -0.4% |
| 7D | +2.6% | -1.4% | +3.9% | +3.5% |
| 30D | -9.0% | +7.1% | -16.1% | -13.1% |
| 3M | -13.7% | +0.6% | -14.4% | -14.2% |
| 6M | -26.9% | +3.5% | -30.4% | -29.0% |
| YTD | -31.8% | +18.2% | -50.0% | -39.9% |
| 1Y | -42.1% | +25.6% | -67.7% | -51.1% |
| 3Y | +47.0% | +46.7% | +0.3% | +9.8% |
| 5Y | -2.5% | +30.9% | -33.4% | -20.4% |
| 10Y | +423.4% | +167.7% | +255.6% | +150.9% |
| All | +53,350.7% | +647.0% | +52,703.7% | +6,751.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling