-39.2%
NFLX vs ES
+18.9%
-58.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -2.0% |
| 7D | -5.0% | +1.4% | -6.4% | -5.3% |
| 30D | +3.5% | -1.2% | +4.7% | +3.8% |
| 3M | -7.1% | +5.0% | -12.1% | -7.9% |
| 6M | -22.5% | -2.8% | -19.6% | -22.1% |
| YTD | -18.1% | +8.6% | -26.7% | -19.4% |
| All | -39.2% | +18.9% | -58.1% | -39.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling