+687.9%
NFLX vs EW
+121.7%
+566.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.3% | -0.8% |
| 7D | -8.1% | -5.1% | -3.0% | -6.5% |
| 30D | -0.3% | -6.4% | +6.0% | +1.9% |
| 3M | -6.6% | -1.6% | -5.1% | -6.2% |
| 6M | -22.7% | +2.3% | -24.9% | -23.6% |
| YTD | -18.9% | +1.1% | -20.0% | -19.8% |
| 1Y | -39.8% | +8.0% | -47.8% | -42.0% |
| 3Y | +71.7% | +16.3% | +55.4% | +51.9% |
| 5Y | +27.2% | -29.4% | +56.6% | +33.9% |
| 10Y | +687.9% | +125.6% | +562.3% | +439.4% |
| All | +687.9% | +121.7% | +566.2% | +439.4% |
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