-39.3%
NFLX vs NEM
+50.9%
-90.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +9.9% | -5.2% | +3.7% |
| 7D | +7.1% | +3.7% | +3.4% | +6.6% |
| 30D | -1.6% | +2.0% | -3.6% | -2.0% |
| 3M | -9.8% | +21.1% | -30.9% | -11.6% |
| 6M | -27.1% | +9.5% | -36.6% | -28.2% |
| YTD | -29.2% | +19.1% | -48.2% | -33.8% |
| 1Y | -39.3% | +51.1% | -90.4% | -49.5% |
| All | -39.3% | +50.9% | -90.1% | -49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 1y: compounded portfolio wealth divided by compounded NEM 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…
1y analysis · Full analysis span regression · 6 months rolling