-2.2%
NFLX vs BROS
-43.7%
+41.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.7% |
| 7D | -0.3% | -19.0% | +18.8% | +3.2% |
| 30D | -10.0% | -7.3% | -2.8% | -9.4% |
| 3M | -17.1% | -31.2% | +14.1% | -11.7% |
| 6M | -27.7% | -33.0% | +5.4% | -23.4% |
| YTD | -32.5% | -42.4% | +9.8% | -27.1% |
| 1Y | -43.5% | -37.7% | -5.8% | -40.2% |
| 3Y | +41.4% | +28.2% | +13.3% | +16.6% |
| 5Y | -2.2% | -43.4% | +41.1% | -5.0% |
| All | -2.2% | -43.7% | +41.5% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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