+65,302.9%
NFLX vs EFA
+413.4%
+64,889.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.1% | -5.5% | -5.4% |
| 7D | -4.2% | +0.6% | -4.8% | -4.7% |
| 30D | +5.5% | +0.9% | +4.6% | +4.8% |
| 3M | -4.1% | +4.9% | -8.9% | -7.8% |
| 6M | -20.7% | +8.6% | -29.3% | -26.2% |
| YTD | -16.5% | +14.6% | -31.2% | -25.7% |
| 1Y | -37.8% | +22.6% | -60.4% | -47.5% |
| 3Y | +77.9% | +66.5% | +11.4% | +18.6% |
| 5Y | +32.5% | +54.5% | -22.0% | -5.0% |
| 10Y | +703.6% | +144.8% | +558.8% | +315.2% |
| All | +65,302.9% | +413.4% | +64,889.5% | +12,079.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling