+65,302.9%
NFLX vs EFX
+660.2%
+64,642.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -6.4% | +1.0% | -2.3% |
| 7D | -4.2% | -8.6% | +4.4% | -0.1% |
| 30D | +5.5% | +0.1% | +5.4% | +5.3% |
| 3M | -4.1% | +3.8% | -7.9% | -6.5% |
| 6M | -20.7% | -13.5% | -7.2% | -16.5% |
| YTD | -16.5% | -17.7% | +1.1% | -10.8% |
| 1Y | -37.8% | -25.6% | -12.2% | -30.9% |
| 3Y | +77.9% | -12.1% | +90.0% | +71.3% |
| 5Y | +32.5% | -33.8% | +66.3% | +45.6% |
| 10Y | +703.6% | +45.1% | +658.4% | +430.1% |
| All | +65,302.9% | +660.2% | +64,642.7% | +12,183.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling