+667.4%
NFLX vs ETR
+298.4%
+369.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.2% |
| 7D | -8.1% | -1.9% | -6.2% | -7.8% |
| 30D | +1.6% | -0.2% | +1.8% | +1.6% |
| 3M | -7.3% | -3.7% | -3.6% | -6.8% |
| 6M | -21.6% | +2.1% | -23.7% | -22.1% |
| YTD | -18.9% | +16.5% | -35.4% | -21.3% |
| 1Y | -39.1% | +22.5% | -61.6% | -41.5% |
| 3Y | +71.7% | +144.7% | -73.0% | +44.8% |
| 5Y | +27.0% | +125.2% | -98.3% | +8.2% |
| All | +667.4% | +298.4% | +369.0% | +491.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling