+462.3%
NFLX vs BA
+28.0%
+434.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.4% | +1.9% |
| 7D | -2.8% | -1.4% | -1.4% | -2.5% |
| 30D | -8.6% | -7.9% | -0.7% | -7.0% |
| 3M | -13.7% | -25.2% | +11.5% | -7.8% |
| 6M | -24.5% | -26.7% | +2.3% | -19.2% |
| YTD | -31.2% | -19.6% | -11.6% | -28.4% |
| 1Y | -43.2% | -10.6% | -32.6% | -42.6% |
| 3Y | +44.3% | -11.2% | +55.6% | +42.2% |
| 5Y | -1.9% | -20.4% | +18.6% | -3.4% |
| 10Y | +462.3% | +26.8% | +435.5% | +423.8% |
| All | +462.3% | +28.0% | +434.3% | +423.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BA.
Daily Out/Under-Performance
Portfolio return minus BA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BA 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 BA 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