-2.5%
NFLX vs EL
-65.0%
+62.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.8% | -2.0% | +0.3% |
| 7D | +2.6% | +8.0% | -5.4% | +1.0% |
| 30D | -9.0% | +15.4% | -24.4% | -11.5% |
| 3M | -13.7% | +28.5% | -42.3% | -18.2% |
| 6M | -26.9% | +32.2% | -59.1% | -31.3% |
| YTD | -31.8% | +9.2% | -41.0% | -34.5% |
| 1Y | -42.1% | +30.8% | -72.8% | -46.7% |
| 3Y | +47.0% | +3.7% | +43.3% | +32.7% |
| 5Y | -2.5% | -64.8% | +62.3% | +53.6% |
| All | -2.5% | -65.0% | +62.5% | +53.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling