+716.6%
NFLX vs ELF
+357.0%
+359.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.1% | -7.5% | -5.6% |
| 7D | -4.2% | +5.4% | -9.6% | -4.9% |
| 30D | +5.5% | +27.0% | -21.5% | +2.3% |
| 3M | -4.1% | +113.2% | -117.3% | -13.0% |
| 6M | -20.7% | +36.6% | -57.3% | -24.3% |
| YTD | -16.5% | +44.2% | -60.8% | -21.4% |
| 1Y | -37.8% | -18.0% | -19.8% | -38.0% |
| 3Y | +77.9% | -19.9% | +97.8% | +67.1% |
| 5Y | +32.5% | +257.7% | -225.2% | -5.4% |
| All | +716.6% | +357.0% | +359.6% | +419.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling