+687.9%
NFLX vs EL
+28.8%
+659.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | -0.3% |
| 7D | -8.1% | -2.4% | -5.7% | -7.6% |
| 30D | -0.3% | +13.7% | -14.0% | -3.9% |
| 3M | -6.6% | +14.5% | -21.1% | -10.2% |
| 6M | -22.7% | +7.4% | -30.1% | -25.2% |
| YTD | -18.9% | -4.7% | -14.2% | -20.2% |
| 1Y | -39.8% | +12.9% | -52.8% | -44.0% |
| 3Y | +71.7% | -32.2% | +103.9% | +76.4% |
| 5Y | +27.2% | -68.4% | +95.6% | +78.8% |
| 10Y | +687.9% | +28.3% | +659.6% | +576.7% |
| All | +687.9% | +28.8% | +659.0% | +576.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling