+65,302.9%
NFLX vs EWJ
+284.8%
+65,018.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.4% | -5.7% | -5.6% |
| 7D | -4.2% | +2.5% | -6.8% | -5.8% |
| 30D | +5.5% | +3.3% | +2.2% | +3.0% |
| 3M | -4.1% | +5.0% | -9.0% | -8.0% |
| 6M | -20.7% | +11.5% | -32.2% | -27.5% |
| YTD | -16.5% | +22.4% | -38.9% | -28.8% |
| 1Y | -37.8% | +30.2% | -68.0% | -49.4% |
| 3Y | +77.9% | +72.8% | +5.1% | +17.1% |
| 5Y | +32.5% | +54.1% | -21.6% | -4.8% |
| 10Y | +703.6% | +140.6% | +562.9% | +330.5% |
| All | +65,302.9% | +284.8% | +65,018.1% | +16,836.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling