+687.9%
NFLX vs EMR
+266.1%
+421.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.6% |
| 7D | -8.1% | +0.9% | -9.0% | -8.4% |
| 30D | -0.3% | -5.0% | +4.6% | +0.9% |
| 3M | -6.6% | +5.9% | -12.5% | -8.7% |
| 6M | -22.7% | +7.3% | -30.0% | -25.2% |
| YTD | -18.9% | +14.6% | -33.5% | -23.6% |
| 1Y | -39.8% | +15.6% | -55.5% | -43.7% |
| 3Y | +71.7% | +60.2% | +11.5% | +41.3% |
| 5Y | +27.2% | +65.8% | -38.6% | +2.2% |
| 10Y | +687.9% | +277.4% | +410.5% | +414.1% |
| All | +687.9% | +266.1% | +421.8% | +414.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 10y: compounded portfolio wealth divided by compounded EMR 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…
10y analysis · Full analysis span regression · 6 months rolling