+57.6%
NFLX vs QS
-47.4%
+105.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.7% | 0.0% |
| 7D | -8.1% | -5.0% | -3.1% | -7.8% |
| 30D | +1.6% | -18.3% | +19.9% | +2.9% |
| 3M | -7.3% | -26.0% | +18.7% | -5.8% |
| 6M | -21.6% | -24.0% | +2.5% | -20.8% |
| YTD | -18.9% | -50.3% | +31.4% | -16.0% |
| 1Y | -39.1% | -38.0% | -1.1% | -38.5% |
| 3Y | +71.7% | -24.6% | +96.3% | +61.3% |
| 5Y | +27.0% | -75.4% | +102.4% | +22.7% |
| All | +57.6% | -47.4% | +105.0% | +65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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