-39.3%
NFLX vs EL
+25.6%
-64.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +6.3% | -1.6% | +4.2% |
| 7D | +7.1% | +2.5% | +4.6% | +6.8% |
| 30D | -1.6% | +20.1% | -21.7% | -2.7% |
| 3M | -9.8% | +29.3% | -39.0% | -11.2% |
| 6M | -27.1% | +38.8% | -65.8% | -28.2% |
| YTD | -29.2% | +8.1% | -37.3% | -32.8% |
| 1Y | -39.3% | +22.3% | -61.6% | -44.6% |
| All | -39.3% | +25.6% | -64.9% | -44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling