+74.4%
NFLX vs EXPD
+68.7%
+5.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.9% | -6.2% | -5.4% |
| 7D | -4.2% | -1.1% | -3.1% | -4.2% |
| 30D | +5.5% | +4.1% | +1.4% | +5.2% |
| 3M | -4.1% | +17.9% | -22.0% | -5.1% |
| 6M | -20.7% | +29.2% | -49.9% | -22.1% |
| YTD | -16.5% | +27.4% | -43.9% | -17.8% |
| 1Y | -37.8% | +56.8% | -94.6% | -39.8% |
| All | +74.4% | +68.7% | +5.7% | +61.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling