+108.1%
NFLX vs ELAN
-27.0%
+135.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.6% |
| 7D | -8.1% | -4.6% | -3.5% | -7.3% |
| 30D | -0.3% | +5.7% | -6.0% | -1.5% |
| 3M | -6.6% | -3.9% | -2.7% | -6.2% |
| 6M | -22.7% | -1.6% | -21.0% | -23.5% |
| YTD | -18.9% | +4.1% | -23.0% | -20.8% |
| 1Y | -39.8% | +25.5% | -65.3% | -43.8% |
| 3Y | +71.7% | +103.2% | -31.5% | +34.9% |
| 5Y | +27.2% | -29.8% | +57.0% | +28.2% |
| All | +108.1% | -27.0% | +135.1% | +119.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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