+681.4%
NFLX vs XLK
+807.8%
-126.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +0.8% |
| 7D | -1.1% | +0.2% | -1.3% | -1.3% |
| 30D | +4.3% | -0.6% | +4.9% | +4.5% |
| 3M | -4.8% | +2.6% | -7.3% | -8.6% |
| 6M | -18.4% | +34.0% | -52.4% | -39.3% |
| YTD | -17.4% | +30.7% | -48.1% | -37.6% |
| 1Y | -35.7% | +39.2% | -74.9% | -54.5% |
| 3Y | +73.8% | +120.4% | -46.6% | -22.7% |
| 5Y | +29.3% | +148.8% | -119.5% | -48.0% |
| All | +681.4% | +807.8% | -126.4% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLK.
Daily Out/Under-Performance
Portfolio return minus XLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLK 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 10y: compounded portfolio wealth divided by compounded XLK 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…
10y analysis · Full analysis span regression · 6 months rolling