+423.4%
NFLX vs XLE
+167.3%
+256.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.3% | +0.7% |
| 7D | +2.6% | -7.9% | +10.5% | +4.2% |
| 30D | -9.0% | -4.8% | -4.2% | -8.3% |
| 3M | -13.7% | +8.4% | -22.1% | -15.5% |
| 6M | -26.9% | +12.7% | -39.6% | -29.1% |
| YTD | -31.8% | +41.3% | -73.1% | -37.2% |
| 1Y | -42.1% | +42.3% | -84.4% | -46.8% |
| 3Y | +47.0% | +65.1% | -18.1% | +29.4% |
| 5Y | -2.5% | +150.2% | -152.7% | -21.9% |
| 10Y | +423.4% | +163.9% | +259.4% | +384.9% |
| All | +423.4% | +167.3% | +256.1% | +384.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLE.
Daily Out/Under-Performance
Portfolio return minus XLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLE 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 XLE 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