+423.4%
NFLX vs ES
+82.6%
+340.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +0.9% |
| 7D | +2.6% | -0.1% | +2.7% | +2.6% |
| 30D | -9.0% | +5.7% | -14.8% | -9.9% |
| 3M | -13.7% | -2.8% | -10.9% | -13.4% |
| 6M | -26.9% | +7.0% | -33.9% | -27.7% |
| YTD | -31.8% | +6.8% | -38.6% | -32.6% |
| 1Y | -42.1% | -0.5% | -41.6% | -42.1% |
| 3Y | +47.0% | +47.2% | -0.2% | +35.8% |
| 5Y | -2.5% | +2.3% | -4.8% | -3.8% |
| 10Y | +423.4% | +85.6% | +337.7% | +388.3% |
| All | +423.4% | +82.6% | +340.8% | +388.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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