+93.2%
NFLX vs XLC
+143.7%
-50.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.2% | -4.2% | -4.0% |
| 7D | -4.2% | -0.8% | -3.4% | -3.3% |
| 30D | +5.5% | +1.0% | +4.4% | +4.4% |
| 3M | -4.1% | -0.7% | -3.4% | -3.4% |
| 6M | -20.7% | -5.1% | -15.5% | -16.0% |
| YTD | -16.5% | -4.3% | -12.3% | -12.5% |
| 1Y | -37.8% | -0.6% | -37.2% | -37.7% |
| 3Y | +77.9% | +72.7% | +5.2% | -8.5% |
| 5Y | +32.5% | +38.0% | -5.5% | -8.7% |
| All | +93.2% | +143.7% | -50.5% | -29.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling