+50.8%
NFLX vs QLD
+134.4%
-83.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -12.7% | +11.5% | +2.3% |
| 7D | +5.7% | -18.6% | +24.2% | +11.5% |
| 30D | -4.6% | -28.3% | +23.7% | +4.3% |
| 3M | -11.6% | -20.4% | +8.7% | -6.7% |
| 6M | -25.4% | -14.3% | -11.1% | -24.7% |
| YTD | -30.1% | +2.8% | -32.8% | -34.7% |
| 1Y | -40.3% | -1.2% | -39.1% | -43.6% |
| All | +50.8% | +134.4% | -83.6% | -8.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling