+26.7%
NFLX vs ELF
+239.6%
-212.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.9% | +3.0% | -1.3% |
| 7D | -5.0% | -1.2% | -3.8% | -4.9% |
| 30D | +3.5% | +5.9% | -2.4% | +2.7% |
| 3M | -7.1% | +99.5% | -106.6% | -15.5% |
| 6M | -22.5% | +26.5% | -49.0% | -25.5% |
| YTD | -18.1% | +37.2% | -55.3% | -22.7% |
| 1Y | -38.3% | -24.4% | -13.9% | -37.7% |
| 3Y | +73.4% | -23.3% | +96.7% | +58.6% |
| 5Y | +26.7% | +245.2% | -218.5% | -48.5% |
| All | +26.7% | +239.6% | -212.9% | -48.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling