+687.9%
NFLX vs A
+236.6%
+451.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.5% | -0.4% |
| 7D | -8.1% | -4.4% | -3.7% | -6.4% |
| 30D | -0.3% | -2.7% | +2.3% | +0.6% |
| 3M | -6.6% | +7.0% | -13.7% | -9.4% |
| 6M | -22.7% | +24.6% | -47.3% | -30.6% |
| YTD | -18.9% | +7.0% | -25.9% | -22.6% |
| 1Y | -39.8% | +15.6% | -55.4% | -45.1% |
| 3Y | +71.7% | +29.9% | +41.8% | +39.4% |
| 5Y | +27.2% | -15.4% | +42.6% | +27.7% |
| 10Y | +687.9% | +248.9% | +439.0% | +279.9% |
| All | +687.9% | +236.6% | +451.2% | +279.9% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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