+37.2%
NFLX vs BTSG
+406.1%
-368.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.1% | -4.2% | -5.2% |
| 7D | -4.2% | +2.7% | -7.0% | -4.5% |
| 30D | +5.5% | -3.6% | +9.1% | +5.8% |
| 3M | -4.1% | +5.8% | -9.9% | -5.4% |
| 6M | -20.7% | +44.7% | -65.4% | -25.5% |
| YTD | -16.5% | +62.2% | -78.7% | -23.0% |
| 1Y | -37.8% | +152.1% | -189.9% | -46.5% |
| All | +37.2% | +406.1% | -368.9% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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