+667.4%
NFLX vs XYZ
+609.1%
+58.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -8.1% | -5.2% | -2.9% | -6.4% |
| 30D | +1.6% | 0.0% | +1.6% | +1.5% |
| 3M | -7.3% | +18.7% | -26.0% | -12.6% |
| 6M | -21.6% | +20.5% | -42.1% | -27.2% |
| YTD | -18.9% | +21.5% | -40.4% | -25.4% |
| 1Y | -39.1% | +7.2% | -46.3% | -42.2% |
| 3Y | +71.7% | +49.0% | +22.7% | +32.1% |
| 5Y | +27.0% | -68.1% | +95.1% | +53.0% |
| All | +667.4% | +609.1% | +58.2% | +163.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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