-35.7%
NFLX vs BG
+53.0%
-88.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.7% | +3.6% | +1.7% |
| 7D | -1.1% | +3.1% | -4.2% | -0.9% |
| 30D | +4.3% | +10.2% | -5.9% | +5.0% |
| 3M | -4.8% | -1.7% | -3.1% | -5.0% |
| 6M | -18.4% | +1.0% | -19.4% | -18.4% |
| YTD | -17.4% | +39.9% | -57.4% | -15.4% |
| 1Y | -35.7% | +53.2% | -88.9% | -32.4% |
| All | -35.7% | +53.0% | -88.6% | -32.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling