+448.1%
NFLX vs EW
+234.0%
+214.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.8% |
| 7D | -0.3% | +9.3% | -9.5% | -3.3% |
| 30D | -10.0% | +22.1% | -32.1% | -16.0% |
| 3M | -17.1% | +13.0% | -30.1% | -20.7% |
| 6M | -27.7% | +30.1% | -57.8% | -34.2% |
| YTD | -32.5% | +22.0% | -54.5% | -37.6% |
| 1Y | -43.5% | +23.7% | -67.2% | -48.1% |
| 3Y | +41.4% | +62.0% | -20.5% | +10.0% |
| 5Y | -2.2% | -12.4% | +10.2% | -4.4% |
| 10Y | +448.1% | +236.1% | +212.0% | +222.2% |
| All | +448.1% | +234.0% | +214.1% | +222.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 10y: compounded portfolio wealth divided by compounded EW 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…
10y analysis · Full analysis span regression · 6 months rolling