+65,302.9%
NFLX vs XLI
+961.1%
+64,341.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.4% | -5.8% | -5.7% |
| 7D | -4.2% | -1.1% | -3.2% | -3.5% |
| 30D | +5.5% | -5.9% | +11.4% | +10.2% |
| 3M | -4.1% | -0.3% | -3.8% | -4.7% |
| 6M | -20.7% | +0.1% | -20.8% | -22.1% |
| YTD | -16.5% | +13.6% | -30.1% | -25.8% |
| 1Y | -37.8% | +17.2% | -55.0% | -46.2% |
| 3Y | +77.9% | +68.2% | +9.7% | +15.3% |
| 5Y | +32.5% | +80.7% | -48.2% | -17.7% |
| 10Y | +703.6% | +253.3% | +450.3% | +177.5% |
| All | +65,302.9% | +961.1% | +64,341.8% | +6,076.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling