+681.8%
NFLX vs QLD
+1,646.9%
-965.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.3% | -5.7% | -5.5% |
| 7D | -4.2% | +0.6% | -4.8% | -4.6% |
| 30D | +5.5% | -0.1% | +5.6% | +5.3% |
| 3M | -4.1% | -8.4% | +4.3% | -2.2% |
| 6M | -20.7% | +32.2% | -52.9% | -34.6% |
| YTD | -16.5% | +28.9% | -45.4% | -30.5% |
| 1Y | -37.8% | +43.8% | -81.6% | -51.8% |
| 3Y | +77.9% | +176.6% | -98.7% | -11.1% |
| 5Y | +32.5% | +121.6% | -89.1% | -28.5% |
| All | +681.8% | +1,646.9% | -965.1% | +1.9% |
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