+681.4%
NFLX vs EWZ
+94.8%
+586.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.1% |
| 7D | -1.1% | +0.9% | -2.0% | -1.4% |
| 30D | +4.3% | +12.8% | -8.5% | +0.7% |
| 3M | -4.8% | +10.8% | -15.5% | -7.8% |
| 6M | -18.4% | +2.5% | -20.9% | -19.4% |
| YTD | -17.4% | +21.4% | -38.8% | -22.8% |
| 1Y | -35.7% | +32.8% | -68.5% | -41.6% |
| 3Y | +73.8% | +45.2% | +28.6% | +52.2% |
| 5Y | +29.3% | +63.0% | -33.7% | +7.9% |
| All | +681.4% | +94.8% | +586.7% | +494.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling