-39.3%
NFLX vs XLP
+24.3%
-63.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.4% | +1.3% | +2.8% |
| 7D | +7.1% | +5.9% | +1.2% | +3.7% |
| 30D | -1.6% | +13.5% | -15.1% | -8.0% |
| 3M | -9.8% | +8.4% | -18.2% | -13.7% |
| 6M | -27.1% | +11.5% | -38.6% | -30.7% |
| YTD | -29.2% | +20.6% | -49.8% | -33.7% |
| 1Y | -39.3% | +24.3% | -63.6% | -43.1% |
| All | -39.3% | +24.3% | -63.6% | -43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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