+409.0%
NFLX vs ES
+85.7%
+323.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.9% | -0.4% | -2.8% |
| 7D | +2.1% | +1.9% | +0.3% | +1.8% |
| 30D | -9.0% | +7.1% | -16.1% | -10.1% |
| 3M | -14.0% | -1.9% | -12.0% | -13.7% |
| 6M | -28.2% | +4.4% | -32.5% | -28.7% |
| YTD | -32.4% | +7.3% | -39.7% | -33.2% |
| 1Y | -42.2% | +2.1% | -44.3% | -42.5% |
| 3Y | +45.9% | +41.8% | +4.0% | +35.7% |
| 5Y | -1.8% | +1.4% | -3.2% | -3.0% |
| All | +409.0% | +85.7% | +323.3% | +372.7% |
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