+64,065.9%
NFLX vs XLF
+329.8%
+63,736.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.2% |
| 7D | -5.0% | +0.2% | -5.2% | -5.1% |
| 30D | +3.5% | -0.5% | +4.1% | +3.9% |
| 3M | -7.1% | +10.6% | -17.7% | -11.6% |
| 6M | -22.5% | +14.3% | -36.8% | -27.5% |
| YTD | -18.1% | +5.5% | -23.6% | -20.5% |
| 1Y | -38.3% | +9.6% | -47.9% | -41.3% |
| 3Y | +73.4% | +75.2% | -1.8% | +30.5% |
| 5Y | +26.7% | +65.5% | -38.9% | -0.9% |
| 10Y | +670.3% | +246.4% | +423.9% | +304.2% |
| All | +64,065.9% | +329.8% | +63,736.1% | +18,641.8% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling