+47.0%
NFLX vs XLC
+64.0%
-17.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.5% | -1.6% | -1.5% |
| 7D | +2.6% | +7.1% | -4.5% | -3.9% |
| 30D | -9.0% | -2.7% | -6.3% | -6.6% |
| 3M | -13.7% | -3.2% | -10.6% | -10.8% |
| 6M | -26.9% | -7.7% | -19.3% | -21.0% |
| YTD | -31.8% | -8.0% | -23.8% | -26.1% |
| 1Y | -42.1% | -3.1% | -39.0% | -40.3% |
| 3Y | +47.0% | +64.9% | -17.9% | -7.9% |
| All | +47.0% | +64.0% | -17.0% | -7.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling