-2.7%
NFLX vs XRT
-5.3%
+2.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.7% | -1.6% | -2.2% |
| 7D | +2.1% | +0.9% | +1.3% | +1.6% |
| 30D | -9.0% | +7.9% | -17.0% | -13.1% |
| 3M | -14.0% | -0.2% | -13.8% | -13.9% |
| 6M | -28.2% | +5.6% | -33.7% | -30.7% |
| YTD | -32.4% | +5.7% | -38.0% | -35.3% |
| 1Y | -42.2% | +14.6% | -56.8% | -47.7% |
| 3Y | +45.9% | +50.7% | -4.8% | +0.8% |
| All | -2.7% | -5.3% | +2.7% | -8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling