+27.2%
NFLX vs ETR
+122.8%
-95.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.8% |
| 7D | -8.1% | +0.4% | -8.5% | -8.1% |
| 30D | -0.3% | +2.0% | -2.4% | -0.6% |
| 3M | -6.6% | -1.7% | -4.9% | -6.5% |
| 6M | -22.7% | +3.6% | -26.3% | -23.1% |
| YTD | -18.9% | +18.0% | -37.0% | -20.8% |
| 1Y | -39.8% | +26.2% | -66.1% | -41.8% |
| 3Y | +71.7% | +148.0% | -76.3% | +52.4% |
| 5Y | +27.2% | +126.1% | -98.8% | +16.4% |
| All | +27.2% | +122.8% | -95.5% | +16.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling