+668.0%
BE vs NFLX
+73.8%
+594.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NFLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.9% | -4.1% | -4.5% |
| 7D | +10.8% | -2.0% | +12.8% | +12.0% |
| 30D | -19.8% | -11.9% | -7.9% | -15.6% |
| 3M | -18.7% | -20.6% | +1.8% | -11.2% |
| 6M | -33.7% | -29.0% | -4.7% | -25.5% |
| YTD | +121.0% | -33.7% | +154.7% | +150.5% |
| 1Y | +85.4% | -46.2% | +131.6% | +133.6% |
| 3Y | +1,709.5% | +39.8% | +1,669.7% | +1,280.2% |
| 5Y | +462.2% | -9.0% | +471.1% | +382.4% |
| All | +668.0% | +73.8% | +594.1% | +320.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NFLX.
Daily Out/Under-Performance
Portfolio return minus NFLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NFLX 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 NFLX 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