+52,774.0%
NFLX vs BAX
+46.1%
+52,727.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -0.3% | +3.6% | -3.9% | -1.2% |
| 30D | -10.0% | +8.5% | -18.5% | -12.1% |
| 3M | -17.1% | -4.9% | -12.2% | -16.2% |
| 6M | -27.7% | +47.0% | -74.7% | -35.1% |
| YTD | -32.5% | +38.4% | -71.0% | -39.3% |
| 1Y | -43.5% | +49.1% | -92.7% | -50.3% |
| 3Y | +41.4% | -14.9% | +56.3% | +39.0% |
| 5Y | -2.2% | -63.1% | +60.9% | +21.9% |
| 10Y | +448.1% | -35.6% | +483.7% | +471.8% |
| All | +52,774.0% | +46.1% | +52,727.8% | +36,224.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling