+27.2%
NFLX vs EWT
+152.9%
-125.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | -8.1% | +2.1% | -10.2% | -9.1% |
| 30D | -0.3% | +9.4% | -9.7% | -4.8% |
| 3M | -6.6% | +10.9% | -17.5% | -12.9% |
| 6M | -22.7% | +57.9% | -80.6% | -43.7% |
| YTD | -18.9% | +75.9% | -94.8% | -45.7% |
| 1Y | -39.8% | +89.7% | -129.5% | -62.3% |
| 3Y | +71.7% | +200.9% | -129.2% | -33.6% |
| 5Y | +27.2% | +154.5% | -127.3% | -37.9% |
| All | +27.2% | +152.9% | -125.7% | -37.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling