+26.7%
NFLX vs ENB
+71.0%
-44.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.7% | -2.2% |
| 7D | -5.0% | -0.5% | -4.5% | -4.8% |
| 30D | +3.5% | -0.2% | +3.8% | +3.6% |
| 3M | -7.1% | -7.5% | +0.4% | -4.4% |
| 6M | -22.5% | -4.1% | -18.3% | -21.5% |
| YTD | -18.1% | +9.8% | -27.9% | -21.9% |
| 1Y | -38.3% | +8.7% | -47.0% | -41.0% |
| 3Y | +73.4% | +79.0% | -5.6% | +28.9% |
| 5Y | +26.7% | +69.1% | -42.4% | -2.4% |
| All | +26.7% | +71.0% | -44.4% | -2.4% |
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