-8.2%
NFLX vs XME
+112.8%
-120.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.0% | -0.8% | -2.2% |
| 7D | -4.4% | +5.3% | -9.7% | -6.0% |
| 30D | -11.0% | -8.2% | -2.8% | -8.8% |
| 3M | -15.5% | -18.4% | +2.9% | -10.4% |
| 6M | -28.5% | -22.8% | -5.7% | -23.3% |
| YTD | -33.1% | -7.9% | -25.3% | -34.6% |
| 1Y | -45.8% | -0.9% | -45.0% | -48.9% |
| 3Y | +40.2% | +96.0% | -55.8% | -9.0% |
| 5Y | -8.2% | +110.3% | -118.5% | -47.4% |
| All | -8.2% | +112.8% | -120.9% | -47.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling