+10.3%
NFLX vs EXE
+165.2%
-154.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.0% |
| 7D | -2.0% | +5.3% | -7.3% | -2.8% |
| 30D | -11.9% | -2.2% | -9.7% | -11.7% |
| 3M | -20.6% | -5.9% | -14.7% | -19.9% |
| 6M | -29.0% | -5.7% | -23.3% | -28.6% |
| YTD | -33.7% | -17.8% | -15.9% | -32.0% |
| 1Y | -46.2% | -23.1% | -23.0% | -44.2% |
| 3Y | +39.8% | +21.2% | +18.6% | +34.3% |
| 5Y | -9.0% | +78.8% | -87.8% | -14.2% |
| All | +10.3% | +165.2% | -154.9% | +6.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling