+448.1%
NFLX vs EXPD
+329.8%
+118.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | -0.3% | -7.4% | +7.1% | +2.4% |
| 30D | -10.0% | -2.1% | -7.9% | -9.4% |
| 3M | -17.1% | +5.7% | -22.8% | -19.0% |
| 6M | -27.7% | +21.4% | -49.1% | -33.1% |
| YTD | -32.5% | +27.6% | -60.1% | -39.5% |
| 1Y | -43.5% | +36.1% | -79.6% | -50.7% |
| 3Y | +41.4% | +69.9% | -28.4% | +8.4% |
| 5Y | -2.2% | +59.7% | -61.9% | -24.7% |
| 10Y | +448.1% | +323.0% | +125.0% | +187.5% |
| All | +448.1% | +329.8% | +118.2% | +187.5% |
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