+451.1%
NFLX vs ELF
+335.2%
+115.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.0% |
| 7D | -0.3% | +6.3% | -6.5% | -1.0% |
| 30D | -10.0% | +8.5% | -18.5% | -10.9% |
| 3M | -17.1% | +24.4% | -41.5% | -19.4% |
| 6M | -27.7% | +94.7% | -122.4% | -34.0% |
| YTD | -32.5% | +55.9% | -88.4% | -37.2% |
| 1Y | -43.5% | +48.4% | -91.9% | -47.2% |
| 3Y | +41.4% | +24.6% | +16.8% | +24.0% |
| 5Y | -2.2% | +285.0% | -287.2% | -31.6% |
| All | +451.1% | +335.2% | +115.9% | +240.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling