+687.9%
NFLX vs ED
+105.2%
+582.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.2% | -0.9% |
| 7D | -8.1% | -0.2% | -7.9% | -8.1% |
| 30D | -0.3% | +1.9% | -2.3% | -0.4% |
| 3M | -6.6% | +1.9% | -8.5% | -6.7% |
| 6M | -22.7% | -2.3% | -20.4% | -22.6% |
| YTD | -18.9% | +10.9% | -29.8% | -19.2% |
| 1Y | -39.8% | +14.5% | -54.3% | -40.1% |
| 3Y | +71.7% | +33.4% | +38.3% | +68.4% |
| 5Y | +27.2% | +67.3% | -40.0% | +23.3% |
| 10Y | +687.9% | +110.7% | +577.2% | +660.3% |
| All | +687.9% | +105.2% | +582.6% | +660.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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