+681.4%
NFLX vs AGG
+14.2%
+667.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.9% |
| 7D | -1.1% | -1.1% | 0.0% | -0.3% |
| 30D | +4.3% | -1.1% | +5.4% | +5.2% |
| 3M | -4.8% | -1.9% | -2.8% | -3.3% |
| 6M | -18.4% | -1.7% | -16.7% | -17.4% |
| YTD | -17.4% | -1.3% | -16.1% | -16.6% |
| 1Y | -35.7% | -0.7% | -34.9% | -35.4% |
| 3Y | +73.8% | +12.5% | +61.3% | +56.9% |
| 5Y | +29.3% | -2.5% | +31.8% | +25.8% |
| All | +681.4% | +14.2% | +667.2% | +682.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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