+27.2%
NFLX vs XLI
+80.3%
-53.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | +0.2% |
| 7D | -8.1% | -0.6% | -7.5% | -7.7% |
| 30D | -0.3% | -6.9% | +6.6% | +5.2% |
| 3M | -6.6% | -1.9% | -4.7% | -6.2% |
| 6M | -22.7% | +1.0% | -23.7% | -24.9% |
| YTD | -18.9% | +11.3% | -30.2% | -28.4% |
| 1Y | -39.8% | +15.8% | -55.6% | -49.1% |
| 3Y | +71.7% | +69.8% | +1.9% | -6.0% |
| 5Y | +27.2% | +80.9% | -53.7% | -36.5% |
| All | +27.2% | +80.3% | -53.1% | -36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling