+47.0%
NFLX vs ED
+47.4%
-0.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.8% |
| 7D | +2.6% | -0.1% | +2.7% | +2.6% |
| 30D | -9.0% | +11.6% | -20.6% | -8.0% |
| 3M | -13.7% | +10.5% | -24.3% | -12.9% |
| 6M | -26.9% | +13.2% | -40.1% | -25.7% |
| YTD | -31.8% | +22.1% | -53.9% | -29.3% |
| 1Y | -42.1% | +24.2% | -66.2% | -39.7% |
| 3Y | +47.0% | +46.9% | 0.0% | +63.1% |
| All | +47.0% | +47.4% | -0.5% | +63.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling