+73.8%
NFLX vs XLU
+47.0%
+26.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.9% |
| 7D | -1.1% | -1.6% | +0.5% | -0.8% |
| 30D | +4.3% | -3.3% | +7.6% | +4.8% |
| 3M | -4.8% | -3.2% | -1.6% | -4.2% |
| 6M | -18.4% | -7.0% | -11.5% | -17.5% |
| YTD | -17.4% | +0.6% | -18.1% | -17.3% |
| 1Y | -35.7% | +2.4% | -38.1% | -35.7% |
| 3Y | +73.8% | +46.3% | +27.5% | +72.8% |
| All | +73.8% | +47.0% | +26.8% | +72.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling