-37.8%
NFLX vs XLU
+4.9%
-42.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.1% | -5.5% | -5.4% |
| 7D | -4.2% | +0.8% | -5.1% | -4.4% |
| 30D | +5.5% | -1.3% | +6.8% | +5.7% |
| 3M | -4.1% | -1.3% | -2.7% | -3.7% |
| 6M | -20.7% | -7.6% | -13.0% | -19.4% |
| YTD | -16.5% | +2.3% | -18.8% | -15.1% |
| 1Y | -37.8% | +5.8% | -43.5% | -35.6% |
| All | -37.8% | +4.9% | -42.7% | -35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 XLU 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