+29.0%
NFLX vs ES
-5.6%
+34.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.6% | -4.8% | -5.3% |
| 7D | -4.2% | +0.3% | -4.5% | -4.3% |
| 30D | +5.5% | -2.0% | +7.4% | +5.8% |
| 3M | -4.1% | +1.7% | -5.7% | -4.2% |
| 6M | -20.7% | -3.5% | -17.1% | -20.4% |
| YTD | -16.5% | +7.9% | -24.4% | -17.4% |
| 1Y | -37.8% | +17.2% | -54.9% | -39.0% |
| 3Y | +77.9% | +29.3% | +48.6% | +69.9% |
| All | +29.0% | -5.6% | +34.6% | +32.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling