-37.8%
NFLX vs EWT
+99.0%
-136.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.9% | -7.2% | -5.2% |
| 7D | -4.2% | +4.0% | -8.2% | -4.0% |
| 30D | +5.5% | +10.3% | -4.8% | +6.1% |
| 3M | -4.1% | +6.1% | -10.1% | -3.6% |
| 6M | -20.7% | +56.6% | -77.3% | -21.7% |
| YTD | -16.5% | +76.6% | -93.1% | -17.6% |
| 1Y | -37.8% | +97.9% | -135.6% | -36.6% |
| All | -37.8% | +99.0% | -136.7% | -36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 1y: compounded portfolio wealth divided by compounded EWT 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…
1y analysis · Full analysis span regression · 6 months rolling