+52,899.3%
NFLX vs XLP
+563.5%
+52,335.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.3% | -2.0% | -2.2% |
| 7D | +2.1% | +0.7% | +1.4% | +1.5% |
| 30D | -9.0% | +10.3% | -19.3% | -16.1% |
| 3M | -14.0% | +6.5% | -20.5% | -18.3% |
| 6M | -28.2% | +8.4% | -36.5% | -32.8% |
| YTD | -32.4% | +18.2% | -50.6% | -41.6% |
| 1Y | -42.2% | +22.4% | -64.6% | -51.6% |
| 3Y | +45.9% | +41.9% | +4.0% | +5.3% |
| 5Y | -1.8% | +40.9% | -42.7% | -29.0% |
| 10Y | +419.6% | +128.4% | +291.3% | +134.4% |
| All | +52,899.3% | +563.5% | +52,335.8% | +6,132.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling