+667.4%
NFLX vs EWT
+512.3%
+155.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +1.5% |
| 7D | -8.1% | -1.1% | -7.0% | -7.6% |
| 30D | +1.6% | +4.8% | -3.2% | -1.4% |
| 3M | -7.3% | +11.1% | -18.4% | -15.0% |
| 6M | -21.6% | +54.6% | -76.2% | -44.1% |
| YTD | -18.9% | +71.4% | -90.4% | -46.7% |
| 1Y | -39.1% | +82.1% | -121.2% | -62.0% |
| 3Y | +71.7% | +193.2% | -121.6% | -29.5% |
| 5Y | +27.0% | +146.1% | -119.1% | -39.5% |
| All | +667.4% | +512.3% | +155.1% | +75.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling