-37.8%
NFLX vs XLI
+18.3%
-56.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.4% | -5.8% | -5.3% |
| 7D | -4.2% | -1.1% | -3.2% | -4.4% |
| 30D | +5.5% | -5.9% | +11.4% | +4.7% |
| 3M | -4.1% | -0.3% | -3.8% | -4.5% |
| 6M | -20.7% | +0.1% | -20.8% | -21.4% |
| YTD | -16.5% | +13.6% | -30.1% | -17.2% |
| 1Y | -37.8% | +17.2% | -55.0% | -37.5% |
| All | -37.8% | +18.3% | -56.1% | -37.5% |
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