+1,300.8%
NFLX vs ESI
+207.0%
+1,093.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.0% | -1.9% | +1.2% |
| 7D | -2.8% | +1.8% | -4.6% | -3.3% |
| 30D | -8.6% | -6.6% | -2.0% | -7.7% |
| 3M | -13.7% | -9.4% | -4.3% | -12.7% |
| 6M | -24.5% | -24.1% | -0.3% | -21.5% |
| YTD | -31.2% | +37.1% | -68.3% | -39.4% |
| 1Y | -43.2% | +24.5% | -67.8% | -48.9% |
| 3Y | +44.3% | +83.2% | -38.8% | +14.3% |
| 5Y | -1.9% | +44.0% | -45.8% | -18.0% |
| 10Y | +462.3% | +332.8% | +129.5% | +247.9% |
| All | +1,300.8% | +207.0% | +1,093.8% | +682.3% |
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