+70.7%
NFLX vs EFA
+64.9%
+5.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.4% |
| 7D | -8.1% | -0.5% | -7.6% | -7.9% |
| 30D | -0.3% | -1.3% | +1.0% | +0.4% |
| 3M | -6.6% | +5.2% | -11.8% | -9.3% |
| 6M | -22.7% | +9.4% | -32.0% | -27.0% |
| YTD | -18.9% | +12.7% | -31.6% | -25.4% |
| 1Y | -39.8% | +19.3% | -59.1% | -47.1% |
| All | +70.7% | +64.9% | +5.8% | +18.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling