+687.9%
NFLX vs XRT
+120.9%
+566.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.7% | -0.2% |
| 7D | -8.1% | -2.4% | -5.7% | -7.1% |
| 30D | -0.3% | -6.9% | +6.6% | +3.0% |
| 3M | -6.6% | -0.4% | -6.2% | -6.5% |
| 6M | -22.7% | +2.2% | -24.9% | -23.9% |
| YTD | -18.9% | -0.7% | -18.2% | -19.3% |
| 1Y | -39.8% | -2.0% | -37.8% | -40.0% |
| 3Y | +71.7% | +41.0% | +30.7% | +38.3% |
| 5Y | +27.2% | -3.3% | +30.5% | +20.8% |
| 10Y | +687.9% | +124.8% | +563.0% | +397.3% |
| All | +687.9% | +120.9% | +566.9% | +397.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling