+41.0%
NFLX vs EWZ
+17.9%
+23.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.0% | -0.8% | -2.4% |
| 7D | -4.4% | +0.1% | -4.4% | -4.4% |
| 30D | -11.0% | -25.9% | +14.8% | -5.7% |
| 3M | -15.5% | -6.1% | -9.4% | -15.8% |
| 6M | -28.5% | -16.1% | -12.4% | -26.6% |
| YTD | -33.1% | +1.0% | -34.1% | -35.9% |
| 1Y | -45.8% | 0.0% | -45.8% | -48.0% |
| All | +41.0% | +17.9% | +23.1% | +24.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling