+34.2%
NFLX vs BROS
+43.3%
-9.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.7% | -6.1% | -5.5% |
| 7D | -4.2% | -6.7% | +2.4% | -3.2% |
| 30D | +5.5% | -29.1% | +34.5% | +11.1% |
| 3M | -4.1% | -16.7% | +12.6% | -1.9% |
| 6M | -20.7% | -11.6% | -9.1% | -20.4% |
| YTD | -16.5% | -23.9% | +7.4% | -14.2% |
| 1Y | -37.8% | -34.8% | -3.0% | -34.6% |
| 3Y | +77.9% | +62.1% | +15.8% | +48.6% |
| All | +34.2% | +43.3% | -9.1% | +23.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling