-39.3%
NFLX vs XRT
+18.0%
-57.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +5.5% | -0.9% | +3.2% |
| 7D | +7.1% | +8.0% | -0.9% | +5.0% |
| 30D | -1.6% | +13.0% | -14.7% | -4.3% |
| 3M | -9.8% | +1.7% | -11.5% | -11.3% |
| 6M | -27.1% | +12.6% | -39.6% | -28.1% |
| YTD | -29.2% | +10.7% | -39.8% | -30.6% |
| 1Y | -39.3% | +18.4% | -57.7% | -40.3% |
| All | -39.3% | +18.0% | -57.2% | -40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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