+27.2%
NFLX vs XYZ
-69.0%
+96.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.7% |
| 7D | -8.1% | -3.7% | -4.4% | -7.0% |
| 30D | -0.3% | +0.5% | -0.9% | -0.6% |
| 3M | -6.6% | +16.3% | -22.9% | -11.3% |
| 6M | -22.7% | +21.1% | -43.8% | -28.3% |
| YTD | -18.9% | +22.0% | -40.9% | -25.4% |
| 1Y | -39.8% | +5.2% | -45.0% | -42.5% |
| 3Y | +71.7% | +49.6% | +22.1% | +29.8% |
| 5Y | +27.2% | -68.4% | +95.7% | +63.9% |
| All | +27.2% | -69.0% | +96.2% | +63.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling