+26.7%
NFLX vs EIX
+28.1%
-1.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.5% | -6.4% | -2.4% |
| 7D | -5.0% | +0.9% | -5.9% | -5.1% |
| 30D | +3.5% | -13.5% | +17.1% | +4.7% |
| 3M | -7.1% | -15.3% | +8.2% | -5.8% |
| 6M | -22.5% | -15.3% | -7.1% | -21.4% |
| YTD | -18.1% | +2.7% | -20.8% | -19.2% |
| 1Y | -38.3% | +17.4% | -55.8% | -40.3% |
| 3Y | +73.4% | -1.3% | +74.7% | +69.1% |
| 5Y | +26.7% | +27.2% | -0.5% | +18.4% |
| All | +26.7% | +28.1% | -1.4% | +18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling