-39.1%
NFLX vs XME
+37.7%
-76.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.7% | +3.7% | +0.1% |
| 7D | -8.1% | -3.0% | -5.0% | -8.0% |
| 30D | +1.6% | -2.6% | +4.2% | +1.6% |
| 3M | -7.3% | +2.2% | -9.5% | -7.4% |
| 6M | -21.6% | +0.7% | -22.3% | -22.1% |
| YTD | -18.9% | +10.9% | -29.8% | -21.8% |
| 1Y | -39.1% | +35.7% | -74.8% | -43.6% |
| All | -39.1% | +37.7% | -76.8% | -43.6% |
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 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