+64,065.9%
NFLX vs EME
+5,567.5%
+58,498.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.5% | -4.4% | -2.7% |
| 7D | -5.0% | +5.2% | -10.2% | -6.6% |
| 30D | +3.5% | -5.4% | +8.9% | +4.9% |
| 3M | -7.1% | -6.1% | -1.0% | -7.2% |
| 6M | -22.5% | +9.7% | -32.1% | -27.2% |
| YTD | -18.1% | +26.6% | -44.7% | -27.6% |
| 1Y | -38.3% | +24.6% | -63.0% | -45.9% |
| 3Y | +73.4% | +249.6% | -176.2% | +1.0% |
| 5Y | +26.7% | +556.6% | -529.9% | -42.3% |
| 10Y | +670.3% | +1,286.6% | -616.3% | +143.5% |
| All | +64,065.9% | +5,567.5% | +58,498.4% | +8,849.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling