+13,768.1%
NFLX vs ITOT
+891.2%
+12,877.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.3% |
| 7D | -5.0% | +0.7% | -5.7% | -5.6% |
| 30D | +3.5% | -1.1% | +4.7% | +4.7% |
| 3M | -7.1% | +3.9% | -11.0% | -10.8% |
| 6M | -22.5% | +14.7% | -37.2% | -33.2% |
| YTD | -18.1% | +13.3% | -31.5% | -28.6% |
| 1Y | -38.3% | +19.1% | -57.5% | -49.1% |
| 3Y | +73.4% | +77.3% | -4.0% | -5.3% |
| 5Y | +26.7% | +74.1% | -47.4% | -26.6% |
| 10Y | +670.3% | +293.1% | +377.2% | +101.2% |
| All | +13,768.1% | +891.2% | +12,877.0% | +1,164.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling