+1.5%
NFLX vs QLD
+61.4%
-59.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -12.7% | +11.5% | +4.7% |
| 7D | +5.7% | -18.6% | +24.2% | +15.6% |
| 30D | -4.6% | -28.3% | +23.7% | +10.3% |
| 3M | -11.6% | -20.4% | +8.7% | -3.4% |
| 6M | -25.4% | -14.3% | -11.1% | -23.8% |
| YTD | -30.1% | +2.8% | -32.8% | -36.1% |
| 1Y | -40.3% | -1.2% | -39.1% | -44.6% |
| 3Y | +51.6% | +135.3% | -83.7% | -22.1% |
| 5Y | +1.5% | +62.6% | -61.0% | -39.5% |
| All | +1.5% | +61.4% | -59.9% | -39.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling