-46.2%
NFLX vs XLP
+22.7%
-68.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -1.7% |
| 7D | -2.0% | +2.5% | -4.5% | -3.4% |
| 30D | -11.9% | +7.3% | -19.2% | -15.3% |
| 3M | -20.6% | +8.1% | -28.7% | -24.1% |
| 6M | -29.0% | +10.5% | -39.5% | -32.7% |
| YTD | -33.7% | +21.2% | -54.9% | -38.0% |
| 1Y | -46.2% | +22.7% | -68.9% | -50.0% |
| All | -46.2% | +22.7% | -68.9% | -50.0% |
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