+39.8%
NFLX vs XYL
-0.5%
+40.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -0.9% |
| 7D | -2.0% | -3.7% | +1.7% | -1.3% |
| 30D | -11.9% | -8.3% | -3.6% | -10.6% |
| 3M | -20.6% | -21.4% | +0.9% | -17.0% |
| 6M | -29.0% | -12.9% | -16.1% | -27.5% |
| YTD | -33.7% | -30.1% | -3.6% | -29.3% |
| 1Y | -46.2% | -35.2% | -11.0% | -41.4% |
| 3Y | +39.8% | -0.8% | +40.6% | +48.2% |
| All | +39.8% | -0.5% | +40.2% | +48.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling