+26.7%
NFLX vs XRT
-1.7%
+28.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -0.6% |
| 7D | -5.0% | -0.3% | -4.7% | -4.9% |
| 30D | +3.5% | -5.6% | +9.2% | +7.1% |
| 3M | -7.1% | +2.5% | -9.7% | -8.6% |
| 6M | -22.5% | +3.7% | -26.1% | -24.7% |
| YTD | -18.1% | +1.0% | -19.1% | -19.5% |
| 1Y | -38.3% | -1.2% | -37.1% | -38.9% |
| 3Y | +73.4% | +43.4% | +30.0% | +24.2% |
| 5Y | +26.7% | -0.7% | +27.4% | +15.0% |
| All | +26.7% | -1.7% | +28.4% | +15.0% |
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