+3,618.1%
NFLX vs XYL
+389.9%
+3,228.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -0.9% |
| 7D | -2.0% | -3.7% | +1.7% | -0.5% |
| 30D | -11.9% | -8.3% | -3.6% | -9.4% |
| 3M | -20.6% | -21.4% | +0.9% | -13.3% |
| 6M | -29.0% | -12.9% | -16.1% | -26.1% |
| YTD | -33.7% | -30.1% | -3.6% | -25.1% |
| 1Y | -46.2% | -35.2% | -11.0% | -37.2% |
| 3Y | +39.8% | -0.8% | +40.6% | +32.7% |
| 5Y | -9.0% | -23.2% | +14.3% | -5.8% |
| 10Y | +441.5% | +101.2% | +340.2% | +253.2% |
| All | +3,618.1% | +389.9% | +3,228.2% | +1,524.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling