-44.3%
NFLX vs ESI
+19.1%
-63.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.4% | -1.2% |
| 7D | -0.3% | -6.6% | +6.4% | -1.4% |
| 30D | -10.0% | -9.8% | -0.2% | -11.4% |
| 3M | -17.1% | -11.9% | -5.2% | -18.5% |
| 6M | -27.7% | -25.1% | -2.6% | -30.5% |
| YTD | -32.5% | +31.9% | -64.4% | -33.0% |
| All | -44.3% | +19.1% | -63.5% | -45.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling