-22.7%
NFLX vs XLRE
+3.9%
-26.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.2% | -0.4% |
| 7D | -8.1% | -0.7% | -7.4% | -7.7% |
| 30D | -0.3% | -2.2% | +1.9% | +0.9% |
| 3M | -6.6% | -2.6% | -4.0% | -5.1% |
| 6M | -22.7% | +2.6% | -25.2% | -23.5% |
| All | -22.7% | +3.9% | -26.6% | -23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 6mo: compounded portfolio wealth divided by compounded XLRE 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…
6mo analysis · Full analysis span regression · 6 months rolling