+70.7%
NFLX vs XLI
+69.4%
+1.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.4% |
| 7D | -8.1% | -0.6% | -7.5% | -7.9% |
| 30D | -0.3% | -6.9% | +6.6% | +2.5% |
| 3M | -6.6% | -1.9% | -4.7% | -6.5% |
| 6M | -22.7% | +1.0% | -23.7% | -24.1% |
| YTD | -18.9% | +11.3% | -30.2% | -25.2% |
| 1Y | -39.8% | +15.8% | -55.6% | -46.0% |
| All | +70.7% | +69.4% | +1.3% | +20.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling