+52,297.5%
NFLX vs EWZ
+568.1%
+51,729.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.0% | -0.8% | -2.2% |
| 7D | -4.4% | +0.1% | -4.4% | -4.4% |
| 30D | -11.0% | -25.9% | +14.8% | -2.6% |
| 3M | -15.5% | -6.1% | -9.4% | -14.9% |
| 6M | -28.5% | -16.1% | -12.4% | -25.5% |
| YTD | -33.1% | +1.0% | -34.1% | -35.0% |
| 1Y | -45.8% | 0.0% | -45.8% | -47.3% |
| 3Y | +40.2% | +16.8% | +23.3% | +28.0% |
| 5Y | -8.2% | +52.1% | -60.2% | -24.5% |
| 10Y | +446.2% | +63.6% | +382.6% | +290.6% |
| All | +52,297.5% | +568.1% | +51,729.5% | +14,962.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling