+27.0%
NFLX vs EWY
+140.6%
-113.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.2% | +4.2% | +0.9% |
| 7D | -8.1% | +1.2% | -9.3% | -8.4% |
| 30D | +1.6% | +9.3% | -7.7% | -0.9% |
| 3M | -7.3% | +2.4% | -9.7% | -10.3% |
| 6M | -21.6% | +40.3% | -61.9% | -36.2% |
| YTD | -18.9% | +88.0% | -106.9% | -44.7% |
| 1Y | -39.1% | +143.8% | -182.9% | -65.1% |
| 3Y | +71.7% | +217.8% | -146.1% | -20.8% |
| 5Y | +27.0% | +142.7% | -115.8% | -33.5% |
| All | +27.0% | +140.6% | -113.6% | -33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling