+26.7%
NFLX vs ESI
+77.4%
-50.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.4% | -2.0% |
| 7D | -5.0% | +5.4% | -10.4% | -6.3% |
| 30D | +3.5% | -4.2% | +7.7% | +4.4% |
| 3M | -7.1% | -9.6% | +2.5% | -6.5% |
| 6M | -22.5% | +18.3% | -40.8% | -30.2% |
| YTD | -18.1% | +45.8% | -64.0% | -33.0% |
| 1Y | -38.3% | +39.2% | -77.5% | -49.0% |
| 3Y | +73.4% | +86.3% | -12.9% | +15.9% |
| 5Y | +26.7% | +76.2% | -49.5% | -14.5% |
| All | +26.7% | +77.4% | -50.8% | -14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling