+52,774.0%
NFLX vs EL
+743.7%
+52,030.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | -0.3% | +7.6% | -7.9% | -2.6% |
| 30D | -10.0% | +15.7% | -25.7% | -14.2% |
| 3M | -17.1% | +30.5% | -47.6% | -24.5% |
| 6M | -27.7% | +32.5% | -60.2% | -34.9% |
| YTD | -32.5% | +9.4% | -42.0% | -37.0% |
| 1Y | -43.5% | +28.4% | -71.9% | -50.3% |
| 3Y | +41.4% | +4.4% | +37.0% | +21.6% |
| 5Y | -2.2% | -64.5% | +62.3% | +26.8% |
| 10Y | +448.1% | +64.9% | +383.2% | +267.5% |
| All | +52,774.0% | +743.7% | +52,030.3% | +12,838.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling