+687.9%
NFLX vs EIX
+19.9%
+667.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.2% | -0.6% |
| 7D | -8.1% | +4.1% | -12.2% | -8.6% |
| 30D | -0.3% | -15.3% | +15.0% | +1.1% |
| 3M | -6.6% | -18.4% | +11.8% | -4.9% |
| 6M | -22.7% | -16.8% | -5.8% | -21.5% |
| YTD | -18.9% | -0.6% | -18.4% | -19.6% |
| 1Y | -39.8% | +10.7% | -50.5% | -41.2% |
| 3Y | +71.7% | -4.5% | +76.2% | +69.0% |
| 5Y | +27.2% | +24.0% | +3.2% | +20.0% |
| 10Y | +687.9% | +22.9% | +665.0% | +621.2% |
| All | +687.9% | +19.9% | +667.9% | +621.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 10y: compounded portfolio wealth divided by compounded EIX 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…
10y analysis · Full analysis span regression · 6 months rolling