+47.0%
NFLX vs ELF
+22.3%
+24.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.8% | -1.9% | +0.7% |
| 7D | +2.6% | +7.8% | -5.3% | +2.2% |
| 30D | -9.0% | +9.3% | -18.3% | -9.5% |
| 3M | -13.7% | +21.2% | -34.9% | -14.7% |
| 6M | -26.9% | +96.1% | -123.0% | -29.8% |
| YTD | -31.8% | +57.0% | -88.8% | -34.0% |
| 1Y | -42.1% | +61.9% | -103.9% | -44.1% |
| 3Y | +47.0% | +20.0% | +27.0% | +40.6% |
| All | +47.0% | +22.3% | +24.7% | +40.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling