+63,447.4%
NFLX vs XLU
+649.1%
+62,798.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.4% |
| 7D | -8.1% | +0.6% | -8.7% | -8.4% |
| 30D | -0.3% | -0.4% | +0.1% | -0.2% |
| 3M | -6.6% | -1.7% | -4.9% | -5.9% |
| 6M | -22.7% | -7.1% | -15.6% | -20.0% |
| YTD | -18.9% | +1.9% | -20.8% | -20.1% |
| 1Y | -39.8% | +6.1% | -45.9% | -42.0% |
| 3Y | +71.7% | +48.8% | +22.9% | +36.6% |
| 5Y | +27.2% | +43.8% | -16.6% | +2.0% |
| 10Y | +687.9% | +143.2% | +544.7% | +336.2% |
| All | +63,447.4% | +649.1% | +62,798.3% | +7,778.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling