-20.7%
NFLX vs ES
-2.8%
-17.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.6% | -4.8% | -5.1% |
| 7D | -4.2% | +0.3% | -4.5% | -4.3% |
| 30D | +5.5% | -2.0% | +7.4% | +6.2% |
| 3M | -4.1% | +1.7% | -5.7% | -4.1% |
| 6M | -20.7% | -3.5% | -17.1% | -18.7% |
| All | -20.7% | -2.8% | -17.9% | -18.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling