+27.0%
NFLX vs ITOT
+71.8%
-44.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.7% |
| 7D | -8.1% | -2.0% | -6.0% | -5.7% |
| 30D | +1.6% | -2.0% | +3.6% | +4.0% |
| 3M | -7.3% | +4.5% | -11.9% | -12.4% |
| 6M | -21.6% | +12.6% | -34.2% | -33.0% |
| YTD | -18.9% | +12.0% | -30.9% | -30.4% |
| 1Y | -39.1% | +17.3% | -56.3% | -51.0% |
| 3Y | +71.7% | +75.2% | -3.6% | -23.1% |
| 5Y | +27.0% | +74.0% | -47.1% | -40.1% |
| All | +27.0% | +71.8% | -44.9% | -40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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