+409.0%
NFLX vs QLD
+1,375.1%
-966.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.5% | -5.8% | -4.6% |
| 7D | +2.1% | -10.3% | +12.4% | +7.2% |
| 30D | -9.0% | -26.1% | +17.0% | +4.4% |
| 3M | -14.0% | -17.8% | +3.8% | -6.9% |
| 6M | -28.2% | -15.6% | -12.6% | -25.6% |
| YTD | -32.4% | +5.4% | -37.7% | -38.8% |
| 1Y | -42.2% | +5.2% | -47.4% | -47.9% |
| 3Y | +45.9% | +139.4% | -93.6% | -22.7% |
| 5Y | -1.8% | +66.7% | -68.5% | -39.5% |
| All | +409.0% | +1,375.1% | -966.1% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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