+687.9%
NFLX vs ESI
+308.3%
+379.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.7% |
| 7D | -8.1% | +3.9% | -12.0% | -9.1% |
| 30D | -0.3% | -3.8% | +3.4% | +0.4% |
| 3M | -6.6% | -13.1% | +6.5% | -4.7% |
| 6M | -22.7% | +11.3% | -34.0% | -27.7% |
| YTD | -18.9% | +44.1% | -63.0% | -30.8% |
| 1Y | -39.8% | +40.3% | -80.1% | -48.6% |
| 3Y | +71.7% | +84.1% | -12.4% | +29.6% |
| 5Y | +27.2% | +75.8% | -48.6% | -3.3% |
| 10Y | +687.9% | +320.7% | +367.2% | +312.0% |
| All | +687.9% | +308.3% | +379.6% | +312.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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