+689.2%
NFLX vs EXPD
+314.6%
+374.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.9% | -6.2% | -5.7% |
| 7D | -4.2% | -1.1% | -3.1% | -3.9% |
| 30D | +5.5% | +4.1% | +1.4% | +3.9% |
| 3M | -4.1% | +17.9% | -22.0% | -9.8% |
| 6M | -20.7% | +29.2% | -49.9% | -28.3% |
| YTD | -16.5% | +27.4% | -43.9% | -24.7% |
| 1Y | -37.8% | +56.8% | -94.6% | -48.7% |
| 3Y | +77.9% | +68.0% | +9.8% | +38.0% |
| 5Y | +32.5% | +61.9% | -29.4% | +2.3% |
| All | +689.2% | +314.6% | +374.7% | +381.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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