+29.0%
NFLX vs XLE
+217.6%
-188.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.9% | -4.5% | -5.1% |
| 7D | -4.2% | +2.2% | -6.4% | -4.7% |
| 30D | +5.5% | +11.8% | -6.3% | +2.7% |
| 3M | -4.1% | +9.8% | -13.9% | -6.3% |
| 6M | -20.7% | +15.6% | -36.3% | -23.7% |
| YTD | -16.5% | +45.3% | -61.8% | -24.4% |
| 1Y | -37.8% | +48.3% | -86.1% | -44.0% |
| 3Y | +77.9% | +55.4% | +22.5% | +55.8% |
| All | +29.0% | +217.6% | -188.6% | -2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling