+189.2%
NFLX vs EQX
+232.0%
-42.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.2% | +1.6% |
| 7D | -1.1% | -3.2% | +2.1% | -0.7% |
| 30D | +4.3% | +7.8% | -3.5% | +3.2% |
| 3M | -4.8% | +21.3% | -26.1% | -7.3% |
| 6M | -18.4% | -22.4% | +4.0% | -16.9% |
| YTD | -17.4% | -11.3% | -6.1% | -17.9% |
| 1Y | -35.7% | +13.5% | -49.2% | -38.2% |
| 3Y | +73.8% | +162.1% | -88.3% | +45.6% |
| 5Y | +29.3% | +84.2% | -54.9% | +7.4% |
| All | +189.2% | +232.0% | -42.9% | +189.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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