+448.1%
NFLX vs ECL
+196.4%
+251.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.8% | -1.0% |
| 7D | -0.3% | +0.4% | -0.7% | -0.4% |
| 30D | -10.0% | +8.6% | -18.6% | -13.1% |
| 3M | -17.1% | +7.9% | -25.0% | -19.7% |
| 6M | -27.7% | +21.0% | -48.7% | -33.5% |
| YTD | -32.5% | +17.5% | -50.0% | -37.6% |
| 1Y | -43.5% | +19.7% | -63.2% | -48.2% |
| 3Y | +41.4% | +77.4% | -36.0% | +6.9% |
| 5Y | -2.2% | +38.7% | -40.9% | -20.7% |
| 10Y | +448.1% | +193.5% | +254.6% | +219.7% |
| All | +448.1% | +196.4% | +251.6% | +219.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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