+45.9%
NFLX vs QLD
+140.3%
-94.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.5% | -5.8% | -4.0% |
| 7D | +2.1% | -10.3% | +12.4% | +5.0% |
| 30D | -9.0% | -26.1% | +17.0% | -1.5% |
| 3M | -14.0% | -17.8% | +3.8% | -10.0% |
| 6M | -28.2% | -15.6% | -12.6% | -26.9% |
| YTD | -32.4% | +5.4% | -37.7% | -37.3% |
| 1Y | -42.2% | +5.2% | -47.4% | -46.6% |
| 3Y | +45.9% | +139.4% | -93.6% | -12.1% |
| All | +45.9% | +140.3% | -94.5% | -12.1% |
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