+681.4%
NFLX vs EWY
+311.4%
+370.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.2% | -1.4% | +0.7% |
| 7D | -1.1% | -0.1% | -1.0% | -1.1% |
| 30D | +4.3% | +7.3% | -3.0% | +1.3% |
| 3M | -4.8% | -5.1% | +0.4% | -5.6% |
| 6M | -18.4% | +42.1% | -60.5% | -35.9% |
| YTD | -17.4% | +94.1% | -111.6% | -46.0% |
| 1Y | -35.7% | +147.8% | -183.5% | -63.7% |
| 3Y | +73.8% | +222.9% | -149.1% | -18.2% |
| 5Y | +29.3% | +150.6% | -121.3% | -30.4% |
| All | +681.4% | +311.4% | +370.0% | +227.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling