+26.7%
NFLX vs ED
+71.7%
-45.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -1.9% |
| 7D | -5.0% | +0.5% | -5.5% | -5.0% |
| 30D | +3.5% | +1.1% | +2.5% | +3.5% |
| 3M | -7.1% | +4.6% | -11.8% | -7.1% |
| 6M | -22.5% | -2.0% | -20.5% | -22.4% |
| YTD | -18.1% | +11.7% | -29.8% | -18.0% |
| 1Y | -38.3% | +15.7% | -54.1% | -38.3% |
| 3Y | +73.4% | +34.4% | +39.0% | +70.0% |
| 5Y | +26.7% | +67.3% | -40.6% | +30.4% |
| All | +26.7% | +71.7% | -45.0% | +30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling