+47.0%
NFLX vs ECL
+78.6%
-31.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.2% | +0.3% |
| 7D | +2.6% | -0.5% | +3.1% | +2.7% |
| 30D | -9.0% | +8.8% | -17.9% | -10.8% |
| 3M | -13.7% | +7.8% | -21.6% | -15.3% |
| 6M | -26.9% | +21.3% | -48.2% | -30.0% |
| YTD | -31.8% | +17.8% | -49.6% | -34.7% |
| 1Y | -42.1% | +21.1% | -63.1% | -44.9% |
| 3Y | +47.0% | +80.1% | -33.1% | +28.5% |
| All | +47.0% | +78.6% | -31.7% | +28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling