+31.3%
NFLX vs EME
+575.5%
-544.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.3% | -2.5% | +1.0% |
| 7D | -1.1% | +3.5% | -4.6% | -1.8% |
| 30D | +4.3% | -6.3% | +10.6% | +5.4% |
| 3M | -4.8% | -3.8% | -1.0% | -5.0% |
| 6M | -18.4% | +8.5% | -26.9% | -22.0% |
| YTD | -17.4% | +27.8% | -45.3% | -25.6% |
| 1Y | -35.7% | +22.2% | -57.9% | -42.1% |
| 3Y | +73.8% | +253.5% | -179.7% | +1.6% |
| All | +31.3% | +575.5% | -544.2% | -46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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