+52,297.5%
NFLX vs ES
+717.1%
+51,580.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.9% | -3.7% | -3.2% |
| 7D | -4.4% | -1.1% | -3.3% | -4.0% |
| 30D | -11.0% | +8.2% | -19.2% | -13.6% |
| 3M | -15.5% | +0.6% | -16.1% | -15.8% |
| 6M | -28.5% | +6.0% | -34.5% | -30.2% |
| YTD | -33.1% | +9.3% | -42.5% | -35.7% |
| 1Y | -45.8% | +1.1% | -47.0% | -46.5% |
| 3Y | +40.2% | +51.9% | -11.7% | +14.5% |
| 5Y | -8.2% | +6.5% | -14.6% | -14.9% |
| 10Y | +446.2% | +94.8% | +351.4% | +240.9% |
| All | +52,297.5% | +717.1% | +51,580.4% | +9,588.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling