+452.9%
NFLX vs ELF
+316.3%
+136.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.2% | +1.3% | -2.4% |
| 7D | -4.4% | +3.4% | -7.7% | -4.8% |
| 30D | -11.0% | +5.0% | -16.0% | -11.6% |
| 3M | -15.5% | +22.6% | -38.1% | -17.8% |
| 6M | -28.5% | +104.0% | -132.5% | -35.1% |
| YTD | -33.1% | +49.3% | -82.4% | -37.5% |
| 1Y | -45.8% | +46.0% | -91.9% | -49.3% |
| 3Y | +40.2% | +19.4% | +20.8% | +23.4% |
| 5Y | -8.2% | +262.0% | -270.2% | -35.5% |
| All | +452.9% | +316.3% | +136.6% | +242.4% |
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