-39.3%
NFLX vs EWZ
+7.8%
-47.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.6% | +3.0% | +4.6% |
| 7D | +7.1% | -4.1% | +11.2% | +7.4% |
| 30D | -1.6% | -25.0% | +23.3% | +0.3% |
| 3M | -9.8% | -10.6% | +0.9% | -9.1% |
| 6M | -27.1% | -16.6% | -10.5% | -26.0% |
| YTD | -29.2% | +2.5% | -31.7% | -30.3% |
| 1Y | -39.3% | +8.1% | -47.3% | -42.2% |
| All | -39.3% | +7.8% | -47.1% | -42.2% |
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