-39.1%
NFLX vs EWT
+82.5%
-121.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | -0.2% |
| 7D | -8.1% | -1.1% | -7.0% | -8.1% |
| 30D | +1.6% | +4.8% | -3.2% | +1.9% |
| 3M | -7.3% | +11.1% | -18.4% | -7.0% |
| 6M | -21.6% | +54.6% | -76.2% | -23.0% |
| YTD | -18.9% | +71.4% | -90.4% | -20.2% |
| 1Y | -39.1% | +82.1% | -121.2% | -39.4% |
| All | -39.1% | +82.5% | -121.6% | -39.4% |
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