-37.8%
NFLX vs EL
+14.8%
-52.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +3.0% | -8.3% | -5.5% |
| 7D | -4.2% | +0.8% | -5.0% | -4.3% |
| 30D | +5.5% | +19.8% | -14.4% | +4.2% |
| 3M | -4.1% | +25.7% | -29.8% | -5.4% |
| 6M | -20.7% | +5.4% | -26.1% | -22.2% |
| YTD | -16.5% | +0.2% | -16.8% | -19.5% |
| 1Y | -37.8% | +20.4% | -58.2% | -43.1% |
| All | -37.8% | +14.8% | -52.5% | -43.1% |
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