+423.4%
NFLX vs EXPD
+334.2%
+89.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.7% | -1.8% | -0.1% |
| 7D | +2.6% | -5.5% | +8.1% | +4.5% |
| 30D | -9.0% | -1.9% | -7.1% | -8.5% |
| 3M | -13.7% | +6.1% | -19.8% | -15.8% |
| 6M | -26.9% | +21.6% | -48.5% | -32.4% |
| YTD | -31.8% | +27.9% | -59.7% | -38.8% |
| 1Y | -42.1% | +39.4% | -81.5% | -49.9% |
| 3Y | +47.0% | +72.7% | -25.7% | +11.9% |
| 5Y | -2.5% | +60.3% | -62.8% | -24.9% |
| 10Y | +423.4% | +332.6% | +90.8% | +207.9% |
| All | +423.4% | +334.2% | +89.2% | +207.9% |
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