+681.4%
NFLX vs BTG
+159.3%
+522.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.5% | +1.8% |
| 7D | -1.1% | -3.8% | +2.7% | -0.8% |
| 30D | +4.3% | +3.6% | +0.7% | +3.9% |
| 3M | -4.8% | +32.0% | -36.8% | -7.4% |
| 6M | -18.4% | +3.4% | -21.8% | -19.3% |
| YTD | -17.4% | +20.8% | -38.2% | -19.8% |
| 1Y | -35.7% | +22.4% | -58.1% | -38.0% |
| 3Y | +73.8% | +91.7% | -17.9% | +58.1% |
| 5Y | +29.3% | +79.0% | -49.7% | +17.6% |
| All | +681.4% | +159.3% | +522.1% | +603.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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