+573.5%
NFLX vs ELF
+393.6%
+179.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.1% | +2.0% |
| 7D | -2.8% | +4.3% | -7.0% | -3.3% |
| 30D | -8.6% | +7.7% | -16.3% | -9.4% |
| 3M | -13.7% | +24.7% | -38.4% | -16.1% |
| 6M | -24.5% | +114.6% | -139.1% | -31.7% |
| YTD | -31.2% | +55.8% | -87.0% | -35.8% |
| 1Y | -43.2% | +51.9% | -95.1% | -47.0% |
| 3Y | +44.3% | +24.6% | +19.7% | +27.0% |
| 5Y | -1.9% | +279.2% | -281.0% | -30.5% |
| 10Y | +462.3% | +338.7% | +123.6% | +251.1% |
| All | +573.5% | +393.6% | +179.9% | +324.3% |
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