+667.6%
NFLX vs XYL
+152.1%
+515.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.6% |
| 7D | -8.1% | +0.8% | -8.9% | -8.4% |
| 30D | -0.3% | -10.8% | +10.5% | +3.9% |
| 3M | -6.6% | -2.5% | -4.1% | -6.2% |
| 6M | -22.7% | -12.2% | -10.5% | -19.3% |
| YTD | -18.9% | -20.1% | +1.2% | -12.7% |
| 1Y | -39.8% | -20.6% | -19.2% | -35.1% |
| 3Y | +71.7% | +17.3% | +54.4% | +53.7% |
| 5Y | +27.2% | -14.5% | +41.7% | +24.6% |
| All | +667.6% | +152.1% | +515.5% | +430.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling