+1,288.0%
NFLX vs ESI
+197.1%
+1,090.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.1% | -4.3% | -0.3% |
| 7D | +2.6% | -3.5% | +6.0% | +3.2% |
| 30D | -9.0% | -9.3% | +0.2% | -7.5% |
| 3M | -13.7% | -12.8% | -1.0% | -12.0% |
| 6M | -26.9% | -24.6% | -2.3% | -24.0% |
| YTD | -31.8% | +32.7% | -64.5% | -39.5% |
| 1Y | -42.1% | +20.3% | -62.4% | -47.4% |
| 3Y | +47.0% | +80.2% | -33.2% | +16.7% |
| 5Y | -2.5% | +40.0% | -42.5% | -18.1% |
| 10Y | +423.4% | +310.8% | +112.6% | +227.3% |
| All | +1,288.0% | +197.1% | +1,090.8% | +680.7% |
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