+681.4%
NFLX vs EWJ
+144.4%
+537.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.2% | -0.4% | +0.2% |
| 7D | -1.1% | +0.3% | -1.4% | -1.3% |
| 30D | +4.3% | +0.8% | +3.5% | +3.6% |
| 3M | -4.8% | +7.5% | -12.3% | -10.6% |
| 6M | -18.4% | +15.6% | -34.0% | -28.5% |
| YTD | -17.4% | +22.7% | -40.2% | -31.8% |
| 1Y | -35.7% | +26.4% | -62.1% | -48.5% |
| 3Y | +73.8% | +72.5% | +1.3% | +2.3% |
| 5Y | +29.3% | +52.4% | -23.2% | -16.0% |
| All | +681.4% | +144.4% | +537.0% | +242.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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