+26.7%
NFLX vs IT
-44.6%
+71.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -7.4% | +5.5% | +0.5% |
| 7D | -5.0% | -9.1% | +4.1% | -2.1% |
| 30D | +3.5% | -7.0% | +10.6% | +5.7% |
| 3M | -7.1% | +7.6% | -14.7% | -10.9% |
| 6M | -22.5% | +2.1% | -24.6% | -25.0% |
| YTD | -18.1% | -31.6% | +13.5% | -8.8% |
| 1Y | -38.3% | -29.9% | -8.4% | -32.6% |
| 3Y | +73.4% | -51.3% | +124.6% | +109.0% |
| 5Y | +26.7% | -44.8% | +71.5% | +31.1% |
| All | +26.7% | -44.6% | +71.3% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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