+667.6%
NFLX vs XME
+446.9%
+220.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.3% | -0.8% |
| 7D | -8.1% | -0.2% | -7.9% | -8.0% |
| 30D | -0.3% | +1.4% | -1.7% | -1.0% |
| 3M | -6.6% | +2.7% | -9.3% | -8.0% |
| 6M | -22.7% | +6.5% | -29.2% | -25.5% |
| YTD | -18.9% | +15.2% | -34.1% | -24.6% |
| 1Y | -39.8% | +43.5% | -83.3% | -48.6% |
| 3Y | +71.7% | +135.9% | -64.2% | +20.3% |
| 5Y | +27.2% | +181.5% | -154.2% | -16.3% |
| All | +667.6% | +446.9% | +220.7% | +308.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling