+27.0%
NFLX vs BG
+88.4%
-61.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | 0.0% |
| 7D | -8.1% | +3.7% | -11.8% | -8.1% |
| 30D | +1.6% | +12.3% | -10.7% | +1.4% |
| 3M | -7.3% | -2.2% | -5.1% | -7.3% |
| 6M | -21.6% | +5.3% | -26.9% | -21.7% |
| YTD | -18.9% | +42.4% | -61.3% | -19.8% |
| 1Y | -39.1% | +55.2% | -94.3% | -39.9% |
| 3Y | +71.7% | +21.0% | +50.7% | +72.8% |
| 5Y | +27.0% | +87.1% | -60.2% | +7.0% |
| All | +27.0% | +88.4% | -61.4% | +7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling