+76.6%
NFLX vs ESI
+81.9%
-5.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.9% | -8.3% | -5.5% |
| 7D | -4.2% | +3.3% | -7.6% | -4.4% |
| 30D | +5.5% | -5.9% | +11.3% | +5.7% |
| 3M | -4.1% | -14.1% | +10.0% | -3.9% |
| 6M | -20.7% | +6.6% | -27.3% | -23.2% |
| YTD | -16.5% | +45.0% | -61.6% | -23.8% |
| 1Y | -37.8% | +41.5% | -79.2% | -43.2% |
| All | +76.6% | +81.9% | -5.3% | +46.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling