+39.8%
NFLX vs EWY
+158.1%
-118.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.8% |
| 7D | -2.0% | +4.2% | -6.2% | -2.1% |
| 30D | -11.9% | -10.7% | -1.3% | -11.6% |
| 3M | -20.6% | -20.1% | -0.5% | -20.1% |
| 6M | -29.0% | -24.3% | -4.7% | -28.9% |
| YTD | -33.7% | +46.9% | -80.6% | -44.0% |
| 1Y | -46.2% | +55.2% | -101.3% | -55.4% |
| 3Y | +39.8% | +157.0% | -117.2% | -11.0% |
| All | +39.8% | +158.1% | -118.3% | -11.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling