+448.1%
NFLX vs XRT
+147.6%
+300.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.9% |
| 7D | -0.3% | +4.1% | -4.4% | -2.1% |
| 30D | -10.0% | +9.9% | -19.9% | -14.0% |
| 3M | -17.1% | +2.3% | -19.3% | -18.0% |
| 6M | -27.7% | +9.6% | -37.3% | -30.9% |
| YTD | -32.5% | +9.1% | -41.7% | -35.7% |
| 1Y | -43.5% | +16.2% | -59.8% | -48.0% |
| 3Y | +41.4% | +60.1% | -18.6% | +7.4% |
| 5Y | -2.2% | -0.5% | -1.7% | -9.0% |
| 10Y | +448.1% | +145.1% | +303.0% | +228.6% |
| All | +448.1% | +147.6% | +300.5% | +228.6% |
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