+27.0%
NFLX vs EWZ
+60.3%
-33.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.4% |
| 7D | -8.1% | +1.1% | -9.2% | -8.4% |
| 30D | +1.6% | +13.5% | -11.8% | -2.5% |
| 3M | -7.3% | +15.2% | -22.5% | -11.8% |
| 6M | -21.6% | +3.7% | -25.3% | -22.9% |
| YTD | -18.9% | +22.5% | -41.5% | -25.3% |
| 1Y | -39.1% | +35.3% | -74.3% | -46.0% |
| 3Y | +71.7% | +50.2% | +21.5% | +44.0% |
| 5Y | +27.0% | +64.6% | -37.6% | +2.7% |
| All | +27.0% | +60.3% | -33.4% | +2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling