-2.5%
NFLX vs ED
+82.1%
-84.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | +2.6% | -0.1% | +2.7% | +2.6% |
| 30D | -9.0% | +11.6% | -20.6% | -9.5% |
| 3M | -13.7% | +10.5% | -24.3% | -14.1% |
| 6M | -26.9% | +13.2% | -40.1% | -27.2% |
| YTD | -31.8% | +22.1% | -53.9% | -32.1% |
| 1Y | -42.1% | +24.2% | -66.2% | -42.3% |
| 3Y | +47.0% | +46.9% | 0.0% | +42.6% |
| 5Y | -2.5% | +80.8% | -83.3% | -6.6% |
| All | -2.5% | +82.1% | -84.6% | -6.6% |
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