-39.3%
NFLX vs XME
+5.2%
-44.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.0% | +5.7% | +4.6% |
| 7D | +7.1% | -5.5% | +12.6% | +6.9% |
| 30D | -1.6% | -11.1% | +9.5% | -2.0% |
| 3M | -9.8% | -11.1% | +1.4% | -10.1% |
| 6M | -27.1% | -18.0% | -9.1% | -27.5% |
| YTD | -29.2% | -7.4% | -21.8% | -31.7% |
| 1Y | -39.3% | +6.7% | -45.9% | -43.9% |
| All | -39.3% | +5.2% | -44.5% | -43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 1y: compounded portfolio wealth divided by compounded XME 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…
1y analysis · Full analysis span regression · 6 months rolling