-39.3%
NFLX vs ETR
+18.4%
-57.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.7% | +1.9% | +4.6% |
| 7D | +7.1% | +3.7% | +3.4% | +7.0% |
| 30D | -1.6% | +11.0% | -12.6% | -1.9% |
| 3M | -9.8% | +3.4% | -13.2% | -9.9% |
| 6M | -27.1% | -3.3% | -23.8% | -26.7% |
| YTD | -29.2% | +23.3% | -52.4% | -26.6% |
| 1Y | -39.3% | +19.2% | -58.4% | -37.3% |
| All | -39.3% | +18.4% | -57.6% | -37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 1y: compounded portfolio wealth divided by compounded ETR 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…
1y analysis · Full analysis span regression · 6 months rolling