+29.0%
NFLX vs EMB
+7.4%
+21.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | 0.0% | -5.4% | -5.4% |
| 7D | -4.2% | 0.0% | -4.2% | -4.2% |
| 30D | +5.5% | -0.3% | +5.8% | +5.9% |
| 3M | -4.1% | -0.4% | -3.6% | -3.5% |
| 6M | -20.7% | +0.1% | -20.8% | -21.0% |
| YTD | -16.5% | +1.6% | -18.1% | -18.5% |
| 1Y | -37.8% | +5.6% | -43.4% | -42.4% |
| 3Y | +77.9% | +29.8% | +48.1% | +24.4% |
| All | +29.0% | +7.4% | +21.6% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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