-37.8%
NFLX vs EWY
+165.3%
-203.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +4.6% | -9.9% | -5.0% |
| 7D | -4.2% | +4.8% | -9.1% | -3.9% |
| 30D | +5.5% | +11.7% | -6.2% | +6.3% |
| 3M | -4.1% | -7.4% | +3.3% | -4.0% |
| 6M | -20.7% | +40.6% | -61.2% | -20.0% |
| YTD | -16.5% | +94.3% | -110.8% | -11.4% |
| 1Y | -37.8% | +164.3% | -202.1% | -26.6% |
| All | -37.8% | +165.3% | -203.1% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EWY.
Daily Out/Under-Performance
Portfolio return minus EWY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWY 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 EWY 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