+448.2%
NFLX vs QLD
+1,468.8%
-1,020.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | +0.4% |
| 7D | -2.0% | +7.0% | -9.0% | -5.4% |
| 30D | -11.9% | -14.3% | +2.4% | -6.2% |
| 3M | -20.6% | -16.0% | -4.6% | -15.1% |
| 6M | -29.0% | -14.2% | -14.8% | -27.0% |
| YTD | -33.7% | +12.8% | -46.5% | -42.1% |
| 1Y | -46.2% | +14.1% | -60.2% | -53.5% |
| 3Y | +39.8% | +146.0% | -106.2% | -26.7% |
| 5Y | -9.0% | +82.0% | -91.0% | -46.4% |
| All | +448.2% | +1,468.8% | -1,020.7% | -18.3% |
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