+26.7%
NFLX vs EXE
+106.6%
-80.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -1.9% |
| 7D | -5.0% | -1.8% | -3.2% | -4.7% |
| 30D | +3.5% | +6.4% | -2.9% | +2.3% |
| 3M | -7.1% | +9.2% | -16.3% | -8.8% |
| 6M | -22.5% | -7.0% | -15.5% | -21.7% |
| YTD | -18.1% | -9.5% | -8.7% | -17.0% |
| 1Y | -38.3% | +6.2% | -44.5% | -39.6% |
| 3Y | +73.4% | +20.7% | +52.6% | +64.8% |
| 5Y | +26.7% | +103.6% | -77.0% | +11.1% |
| All | +26.7% | +106.6% | -80.0% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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