+27.2%
NFLX vs XYL
-15.4%
+42.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.5% |
| 7D | -8.1% | +0.8% | -8.9% | -8.4% |
| 30D | -0.3% | -10.8% | +10.5% | +4.6% |
| 3M | -6.6% | -2.5% | -4.1% | -6.2% |
| 6M | -22.7% | -12.2% | -10.5% | -18.7% |
| YTD | -18.9% | -20.1% | +1.2% | -11.6% |
| 1Y | -39.8% | -20.6% | -19.2% | -34.3% |
| 3Y | +71.7% | +17.3% | +54.4% | +42.8% |
| 5Y | +27.2% | -14.5% | +41.7% | +13.2% |
| All | +27.2% | -15.4% | +42.7% | +13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling