-39.3%
NFLX vs ELF
-3.2%
-36.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.9% | +2.8% | +4.6% |
| 7D | +7.1% | -1.5% | +8.6% | +7.2% |
| 30D | -1.6% | +9.5% | -11.2% | -2.0% |
| 3M | -9.8% | +29.4% | -39.1% | -10.7% |
| 6M | -27.1% | +83.7% | -110.8% | -29.0% |
| YTD | -29.2% | +49.4% | -78.6% | -31.1% |
| 1Y | -39.3% | -3.9% | -35.3% | -40.8% |
| All | -39.3% | -3.2% | -36.0% | -40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 1y: compounded portfolio wealth divided by compounded ELF 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…
1y analysis · Full analysis span regression · 6 months rolling