+693.4%
NFLX vs ELF
+317.0%
+376.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.1% | -0.5% |
| 7D | -8.1% | -6.8% | -1.3% | -7.4% |
| 30D | -0.3% | +5.1% | -5.4% | -1.0% |
| 3M | -6.6% | +79.8% | -86.4% | -13.5% |
| 6M | -22.7% | +29.7% | -52.4% | -25.8% |
| YTD | -18.9% | +31.6% | -50.5% | -22.8% |
| 1Y | -39.8% | -27.9% | -11.9% | -39.1% |
| 3Y | +71.7% | -26.4% | +98.1% | +62.9% |
| 5Y | +27.2% | +235.6% | -208.4% | -8.4% |
| All | +693.4% | +317.0% | +376.4% | +410.5% |
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