-37.8%
NFLX vs EWZ
+36.3%
-74.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.7% | -4.6% | -5.3% |
| 7D | -4.2% | +6.5% | -10.7% | -4.6% |
| 30D | +5.5% | +4.8% | +0.6% | +5.1% |
| 3M | -4.1% | +9.9% | -14.0% | -4.7% |
| 6M | -20.7% | +1.9% | -22.6% | -20.5% |
| YTD | -16.5% | +20.3% | -36.8% | -18.6% |
| 1Y | -37.8% | +35.6% | -73.4% | -41.1% |
| All | -37.8% | +36.3% | -74.1% | -41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 EWZ 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