+681.4%
NFLX vs EFA
+146.6%
+534.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +1.0% |
| 7D | -1.1% | -1.5% | +0.4% | +0.3% |
| 30D | +4.3% | -1.7% | +6.0% | +5.8% |
| 3M | -4.8% | +3.5% | -8.3% | -7.9% |
| 6M | -18.4% | +9.5% | -27.9% | -25.8% |
| YTD | -17.4% | +12.9% | -30.3% | -27.4% |
| 1Y | -35.7% | +18.2% | -53.9% | -46.1% |
| 3Y | +73.8% | +64.8% | +9.0% | +4.3% |
| 5Y | +29.3% | +53.9% | -24.6% | -17.0% |
| All | +681.4% | +146.6% | +534.8% | +229.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 EFA 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