+681.4%
NFLX vs QID
-99.2%
+780.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.8% | +3.6% | +0.9% |
| 7D | -1.1% | +1.3% | -2.4% | -0.4% |
| 30D | +4.3% | +2.9% | +1.4% | +5.9% |
| 3M | -4.8% | -0.7% | -4.0% | -4.6% |
| 6M | -18.4% | -29.7% | +11.2% | -31.8% |
| YTD | -17.4% | -27.9% | +10.4% | -29.6% |
| 1Y | -35.7% | -34.6% | -1.1% | -47.7% |
| 3Y | +73.8% | -73.5% | +147.3% | -3.7% |
| 5Y | +29.3% | -81.0% | +110.3% | -22.4% |
| All | +681.4% | -99.2% | +780.6% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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