-2.7%
NFLX vs EW
-14.5%
+11.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.3% | -4.6% | -3.7% |
| 7D | +2.1% | +11.0% | -8.9% | -1.3% |
| 30D | -9.0% | +19.1% | -28.1% | -14.1% |
| 3M | -14.0% | +14.4% | -28.3% | -17.8% |
| 6M | -28.2% | +22.8% | -50.9% | -33.0% |
| YTD | -32.4% | +19.8% | -52.2% | -36.8% |
| 1Y | -42.2% | +23.9% | -66.1% | -46.7% |
| 3Y | +45.9% | +52.2% | -6.4% | +13.2% |
| All | -2.7% | -14.5% | +11.8% | -3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling