+667.6%
NFLX vs BAX
-36.6%
+704.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.5% |
| 7D | -8.1% | -5.1% | -3.0% | -6.9% |
| 30D | -0.3% | -12.2% | +11.8% | +3.1% |
| 3M | -6.6% | +21.8% | -28.4% | -11.4% |
| 6M | -22.7% | +36.3% | -59.0% | -29.2% |
| YTD | -18.9% | +27.8% | -46.7% | -25.1% |
| 1Y | -39.8% | -0.1% | -39.8% | -40.9% |
| 3Y | +71.7% | -33.3% | +105.0% | +82.8% |
| 5Y | +27.2% | -67.1% | +94.3% | +76.9% |
| All | +667.6% | -36.6% | +704.2% | +646.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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