+70.7%
NFLX vs XLF
+73.6%
-2.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.5% | -0.7% |
| 7D | -8.1% | -1.0% | -7.1% | -7.5% |
| 30D | -0.3% | -1.3% | +1.0% | +0.4% |
| 3M | -6.6% | +9.1% | -15.8% | -10.7% |
| 6M | -22.7% | +14.4% | -37.0% | -28.0% |
| YTD | -18.9% | +5.1% | -24.0% | -21.1% |
| 1Y | -39.8% | +8.6% | -48.4% | -42.6% |
| All | +70.7% | +73.6% | -2.9% | +32.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling