+19,695.8%
NFLX vs XME
+242.3%
+19,453.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.2% | -5.5% | -5.4% |
| 7D | -4.2% | -0.1% | -4.1% | -4.2% |
| 30D | +5.5% | +6.0% | -0.5% | +3.2% |
| 3M | -4.1% | -7.7% | +3.7% | -2.3% |
| 6M | -20.7% | +1.0% | -21.6% | -22.4% |
| YTD | -16.5% | +14.6% | -31.2% | -22.4% |
| 1Y | -37.8% | +46.0% | -83.7% | -47.2% |
| 3Y | +77.9% | +127.0% | -49.1% | +26.9% |
| 5Y | +32.5% | +175.8% | -143.3% | -12.4% |
| 10Y | +703.6% | +414.6% | +288.9% | +297.8% |
| All | +19,695.8% | +242.3% | +19,453.5% | +9,320.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling