-2.5%
NFLX vs EIX
+19.1%
-21.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.7% |
| 7D | +2.6% | +0.7% | +1.9% | +2.5% |
| 30D | -9.0% | +8.8% | -17.8% | -9.9% |
| 3M | -13.7% | -10.9% | -2.8% | -13.0% |
| 6M | -26.9% | -10.3% | -16.6% | -26.4% |
| YTD | -31.8% | +5.8% | -37.6% | -33.0% |
| 1Y | -42.1% | +11.4% | -53.4% | -43.5% |
| 3Y | +47.0% | +11.1% | +35.9% | +38.9% |
| 5Y | -2.5% | +18.5% | -21.0% | -11.6% |
| All | -2.5% | +19.1% | -21.6% | -11.6% |
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