+681.4%
NFLX vs XLF
+254.4%
+427.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.2% | +1.5% |
| 7D | -1.1% | -1.5% | +0.4% | -0.3% |
| 30D | +4.3% | -1.2% | +5.5% | +5.0% |
| 3M | -4.8% | +9.2% | -13.9% | -9.1% |
| 6M | -18.4% | +16.3% | -34.8% | -24.9% |
| YTD | -17.4% | +5.4% | -22.9% | -20.0% |
| 1Y | -35.7% | +7.6% | -43.3% | -38.4% |
| 3Y | +73.8% | +74.2% | -0.4% | +27.6% |
| 5Y | +29.3% | +66.1% | -36.9% | -2.3% |
| All | +681.4% | +254.4% | +427.0% | +344.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling