-2.7%
NFLX vs QLD
+66.7%
-69.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.5% | -5.8% | -4.5% |
| 7D | +2.1% | -10.3% | +12.4% | +6.8% |
| 30D | -9.0% | -26.1% | +17.0% | +3.6% |
| 3M | -14.0% | -17.8% | +3.8% | -7.4% |
| 6M | -28.2% | -15.6% | -12.6% | -25.9% |
| YTD | -32.4% | +5.4% | -37.7% | -38.9% |
| 1Y | -42.2% | +5.2% | -47.4% | -48.1% |
| 3Y | +45.9% | +139.4% | -93.6% | -25.7% |
| All | -2.7% | +66.7% | -69.4% | -42.9% |
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 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