-39.3%
NFLX vs XLI
+12.2%
-51.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.1% | +5.8% | +4.4% |
| 7D | +7.1% | +0.6% | +6.5% | +7.2% |
| 30D | -1.6% | -0.4% | -1.3% | -1.7% |
| 3M | -9.8% | -8.8% | -0.9% | -11.3% |
| 6M | -27.1% | -0.4% | -26.7% | -27.6% |
| YTD | -29.2% | +10.1% | -39.3% | -27.2% |
| 1Y | -39.3% | +12.3% | -51.6% | -37.1% |
| All | -39.3% | +12.2% | -51.5% | -37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 XLI 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