+448.2%
NFLX vs BAX
-35.8%
+484.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.1% | -0.9% |
| 7D | -2.0% | +0.1% | -2.1% | -2.0% |
| 30D | -11.9% | +4.1% | -16.0% | -13.0% |
| 3M | -20.6% | -4.5% | -16.0% | -19.8% |
| 6M | -29.0% | +49.2% | -78.3% | -36.3% |
| YTD | -33.7% | +35.2% | -69.0% | -39.7% |
| 1Y | -46.2% | +38.3% | -84.4% | -51.4% |
| 3Y | +39.8% | -19.0% | +58.8% | +39.4% |
| 5Y | -9.0% | -64.2% | +55.2% | +23.1% |
| All | +448.2% | -35.8% | +484.0% | +456.0% |
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