+27.0%
NFLX vs XLU
+42.5%
-15.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.3% |
| 7D | -8.1% | -1.2% | -6.9% | -7.7% |
| 30D | +1.6% | -2.5% | +4.2% | +2.4% |
| 3M | -7.3% | -2.7% | -4.6% | -6.5% |
| 6M | -21.6% | -7.5% | -14.1% | -19.8% |
| YTD | -18.9% | +0.9% | -19.9% | -19.3% |
| 1Y | -39.1% | +3.3% | -42.4% | -39.9% |
| 3Y | +71.7% | +47.3% | +24.4% | +48.1% |
| 5Y | +27.0% | +44.4% | -17.5% | +12.5% |
| All | +27.0% | +42.5% | -15.5% | +12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling