-34.7%
NFLX vs BIYA
-99.9%
+65.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.0% | -2.9% |
| 7D | -4.4% | +10.0% | -14.4% | -4.4% |
| 30D | -11.0% | -17.7% | +6.7% | -11.0% |
| 3M | -15.5% | -55.0% | +39.5% | -15.5% |
| 6M | -28.5% | -85.1% | +56.7% | -28.2% |
| YTD | -33.1% | -96.9% | +63.7% | -32.1% |
| 1Y | -45.8% | -98.5% | +52.6% | -44.4% |
| All | -34.7% | -99.9% | +65.2% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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