+20,646.3%
NFLX vs EFV
+249.2%
+20,397.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.2% | -1.1% |
| 7D | -2.0% | +2.5% | -4.5% | -3.6% |
| 30D | -11.9% | +2.9% | -14.9% | -13.5% |
| 3M | -20.6% | -1.4% | -19.1% | -19.8% |
| 6M | -29.0% | +5.5% | -34.6% | -31.6% |
| YTD | -33.7% | +16.1% | -49.8% | -40.3% |
| 1Y | -46.2% | +20.3% | -66.4% | -52.6% |
| 3Y | +39.8% | +90.4% | -50.6% | -9.3% |
| 5Y | -9.0% | +93.5% | -102.4% | -41.1% |
| 10Y | +441.5% | +161.5% | +280.0% | +186.9% |
| All | +20,646.3% | +249.2% | +20,397.1% | +8,903.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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