-20.7%
NFLX vs ESI
+7.2%
-27.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.9% | -8.3% | -4.8% |
| 7D | -4.2% | +3.3% | -7.6% | -3.6% |
| 30D | +5.5% | -5.9% | +11.3% | +4.5% |
| 3M | -4.1% | -14.1% | +10.0% | -6.7% |
| 6M | -20.7% | +6.6% | -27.3% | -23.1% |
| All | -20.7% | +7.2% | -27.9% | -23.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling