+64,065.9%
NFLX vs EWZ
+711.7%
+63,354.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.0% | -3.9% | -2.6% |
| 7D | -5.0% | +5.6% | -10.6% | -6.7% |
| 30D | +3.5% | +9.3% | -5.7% | +0.4% |
| 3M | -7.1% | +15.7% | -22.8% | -11.8% |
| 6M | -22.5% | +7.4% | -29.9% | -24.8% |
| YTD | -18.1% | +22.7% | -40.8% | -24.4% |
| 1Y | -38.3% | +36.4% | -74.7% | -45.2% |
| 3Y | +73.4% | +50.4% | +23.0% | +47.2% |
| 5Y | +26.7% | +67.6% | -41.0% | +1.6% |
| 10Y | +670.3% | +84.1% | +586.3% | +437.8% |
| All | +64,065.9% | +711.7% | +63,354.2% | +17,416.4% |
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 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