+667.4%
NFLX vs XYL
+149.5%
+517.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.4% |
| 7D | -8.1% | -1.2% | -6.8% | -7.6% |
| 30D | +1.6% | -13.2% | +14.8% | +7.1% |
| 3M | -7.3% | -0.2% | -7.1% | -7.7% |
| 6M | -21.6% | -12.5% | -9.1% | -18.1% |
| YTD | -18.9% | -20.9% | +2.0% | -12.4% |
| 1Y | -39.1% | -21.6% | -17.5% | -34.1% |
| 3Y | +71.7% | +16.1% | +55.5% | +54.3% |
| 5Y | +27.0% | -15.6% | +42.6% | +24.9% |
| All | +667.4% | +149.5% | +517.9% | +432.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded XYL 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling