+681.4%
NFLX vs BG
+166.7%
+514.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.7% | +3.6% | +2.0% |
| 7D | -1.1% | +3.1% | -4.2% | -1.4% |
| 30D | +4.3% | +10.2% | -5.9% | +3.3% |
| 3M | -4.8% | -1.7% | -3.1% | -4.8% |
| 6M | -18.4% | +1.0% | -19.4% | -18.7% |
| YTD | -17.4% | +39.9% | -57.4% | -20.7% |
| 1Y | -35.7% | +53.2% | -88.9% | -38.9% |
| 3Y | +73.8% | +16.3% | +57.5% | +69.7% |
| 5Y | +29.3% | +83.9% | -54.6% | +15.1% |
| All | +681.4% | +166.7% | +514.8% | +486.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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