+1,598.3%
NFLX vs ESI
+224.6%
+1,373.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.9% | -8.3% | -6.0% |
| 7D | -4.2% | +3.3% | -7.6% | -5.0% |
| 30D | +5.5% | -5.9% | +11.3% | +6.6% |
| 3M | -4.1% | -14.1% | +10.0% | -2.1% |
| 6M | -20.7% | +6.6% | -27.3% | -24.2% |
| YTD | -16.5% | +45.0% | -61.6% | -26.8% |
| 1Y | -37.8% | +41.5% | -79.2% | -45.4% |
| 3Y | +77.9% | +78.8% | -0.9% | +43.1% |
| 5Y | +32.5% | +70.9% | -38.4% | +7.2% |
| 10Y | +703.6% | +317.1% | +386.5% | +401.4% |
| All | +1,598.3% | +224.6% | +1,373.7% | +844.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling