+452.9%
NFLX vs XRT
+135.4%
+317.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.8% | -1.0% | -2.0% |
| 7D | -4.4% | -0.4% | -3.9% | -4.2% |
| 30D | -11.0% | +7.5% | -18.5% | -14.0% |
| 3M | -15.5% | +2.3% | -17.9% | -16.5% |
| 6M | -28.5% | +12.8% | -41.3% | -32.6% |
| YTD | -33.1% | +7.1% | -40.2% | -35.7% |
| 1Y | -45.8% | +12.3% | -58.1% | -49.3% |
| 3Y | +40.2% | +57.0% | -16.8% | +7.4% |
| 5Y | -8.2% | -4.3% | -3.8% | -13.2% |
| All | +452.9% | +135.4% | +317.5% | +232.9% |
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