+65,302.9%
NFLX vs XLF
+335.8%
+64,967.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.8% | -4.6% | -5.0% |
| 7D | -4.2% | 0.0% | -4.2% | -4.2% |
| 30D | +5.5% | +0.2% | +5.3% | +5.4% |
| 3M | -4.1% | +11.7% | -15.8% | -9.2% |
| 6M | -20.7% | +13.8% | -34.5% | -25.7% |
| YTD | -16.5% | +7.0% | -23.5% | -19.5% |
| 1Y | -37.8% | +9.1% | -46.9% | -40.6% |
| 3Y | +77.9% | +75.6% | +2.3% | +33.7% |
| 5Y | +32.5% | +66.4% | -33.9% | +3.3% |
| 10Y | +703.6% | +250.3% | +453.3% | +319.3% |
| All | +65,302.9% | +335.8% | +64,967.1% | +18,871.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling