+59.4%
NFLX vs XLC
+137.1%
-77.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +1.1% |
| 7D | -2.8% | +3.5% | -6.3% | -6.6% |
| 30D | -8.6% | -2.6% | -6.0% | -5.9% |
| 3M | -13.7% | -2.1% | -11.6% | -11.4% |
| 6M | -24.5% | -5.5% | -19.0% | -19.5% |
| YTD | -31.2% | -6.9% | -24.3% | -25.4% |
| 1Y | -43.2% | -3.7% | -39.5% | -40.9% |
| 3Y | +44.3% | +64.2% | -19.9% | -20.9% |
| 5Y | -1.9% | +43.0% | -44.9% | -34.6% |
| All | +59.4% | +137.1% | -77.7% | -39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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