-39.1%
NFLX vs XLI
+14.8%
-53.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | -0.1% |
| 7D | -8.1% | -2.3% | -5.8% | -8.3% |
| 30D | +1.6% | -8.2% | +9.8% | +0.6% |
| 3M | -7.3% | +0.8% | -8.1% | -8.0% |
| 6M | -21.6% | +0.8% | -22.4% | -22.8% |
| YTD | -18.9% | +10.5% | -29.5% | -20.1% |
| 1Y | -39.1% | +14.1% | -53.2% | -39.5% |
| All | -39.1% | +14.8% | -53.9% | -39.5% |
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