+53,350.7%
NFLX vs EL
+741.7%
+52,609.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.8% | -2.0% | 0.0% |
| 7D | +2.6% | +8.0% | -5.4% | 0.0% |
| 30D | -9.0% | +15.4% | -24.4% | -13.2% |
| 3M | -13.7% | +28.5% | -42.3% | -21.0% |
| 6M | -26.9% | +32.2% | -59.1% | -34.1% |
| YTD | -31.8% | +9.2% | -41.0% | -36.3% |
| 1Y | -42.1% | +30.8% | -72.8% | -49.3% |
| 3Y | +47.0% | +3.7% | +43.3% | +26.7% |
| 5Y | -2.5% | -64.8% | +62.3% | +26.8% |
| 10Y | +423.4% | +60.0% | +363.3% | +255.3% |
| All | +53,350.7% | +741.7% | +52,609.0% | +12,989.8% |
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