-8.5%
NFLX vs EWJ
+47.4%
-55.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.1% |
| 7D | -2.0% | +4.0% | -6.0% | -4.5% |
| 30D | -11.9% | -4.3% | -7.7% | -9.6% |
| 3M | -20.6% | -6.8% | -13.8% | -17.2% |
| 6M | -29.0% | -0.9% | -28.1% | -29.8% |
| YTD | -33.7% | +14.3% | -48.0% | -42.4% |
| 1Y | -46.2% | +15.3% | -61.5% | -53.7% |
| 3Y | +39.8% | +65.6% | -25.8% | -20.5% |
| All | -8.5% | +47.4% | -55.9% | -46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling