-39.3%
NFLX vs XLF
+15.8%
-55.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.5% | +1.2% | +3.1% |
| 7D | +7.1% | +5.5% | +1.6% | +4.7% |
| 30D | -1.6% | +9.9% | -11.5% | -5.4% |
| 3M | -9.8% | +2.6% | -12.4% | -10.9% |
| 6M | -27.1% | +15.6% | -42.6% | -29.8% |
| YTD | -29.2% | +9.4% | -38.6% | -32.5% |
| 1Y | -39.3% | +14.7% | -54.0% | -42.4% |
| All | -39.3% | +15.8% | -55.0% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLF.
Daily Out/Under-Performance
Portfolio return minus XLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLF 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 1y: compounded portfolio wealth divided by compounded XLF 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…
1y analysis · Full analysis span regression · 6 months rolling