-43.2%
NFLX vs XLP
+22.6%
-65.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.6% | +1.8% |
| 7D | -2.8% | -0.5% | -2.3% | -2.5% |
| 30D | -8.6% | +8.3% | -16.9% | -12.5% |
| 3M | -13.7% | +8.7% | -22.4% | -17.5% |
| 6M | -24.5% | +11.2% | -35.6% | -28.0% |
| YTD | -31.2% | +20.0% | -51.2% | -35.0% |
| 1Y | -43.2% | +21.3% | -64.6% | -46.4% |
| All | -43.2% | +22.6% | -65.8% | -46.4% |
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