-2.5%
NFLX vs ENB
+51.1%
-53.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.4% |
| 7D | +2.6% | -3.7% | +6.2% | +4.1% |
| 30D | -9.0% | +1.7% | -10.7% | -9.8% |
| 3M | -13.7% | -6.3% | -7.4% | -11.7% |
| 6M | -26.9% | -9.2% | -17.7% | -24.4% |
| YTD | -31.8% | +3.1% | -34.9% | -33.6% |
| 1Y | -42.1% | +3.4% | -45.4% | -43.6% |
| 3Y | +47.0% | +68.9% | -22.0% | +9.7% |
| 5Y | -2.5% | +51.7% | -54.2% | -21.1% |
| All | -2.5% | +51.1% | -53.6% | -21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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