+27.2%
NFLX vs EFX
-36.4%
+63.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.1% |
| 7D | -8.1% | -9.4% | +1.3% | -4.2% |
| 30D | -0.3% | -6.9% | +6.5% | +2.7% |
| 3M | -6.6% | +0.1% | -6.7% | -7.3% |
| 6M | -22.7% | -17.3% | -5.3% | -17.3% |
| YTD | -18.9% | -21.8% | +2.9% | -11.8% |
| 1Y | -39.8% | -32.5% | -7.3% | -30.5% |
| 3Y | +71.7% | -12.3% | +84.0% | +56.6% |
| 5Y | +27.2% | -36.6% | +63.9% | +35.4% |
| All | +27.2% | -36.4% | +63.7% | +35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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