-35.7%
NFLX vs ELV
+35.4%
-71.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.5% | -3.7% | +1.6% |
| 7D | -1.1% | +2.8% | -3.8% | -1.2% |
| 30D | +4.3% | +4.9% | -0.6% | +4.1% |
| 3M | -4.8% | +4.9% | -9.7% | -5.0% |
| 6M | -18.4% | +45.1% | -63.5% | -17.2% |
| YTD | -17.4% | +20.7% | -38.1% | -16.8% |
| 1Y | -35.7% | +35.0% | -70.7% | -32.7% |
| All | -35.7% | +35.4% | -71.1% | -32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 1y: compounded portfolio wealth divided by compounded ELV 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…
1y analysis · Full analysis span regression · 6 months rolling