+667.4%
NFLX vs NEM
+316.8%
+350.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.2% |
| 7D | -8.1% | -3.3% | -4.8% | -7.7% |
| 30D | +1.6% | +7.8% | -6.2% | +0.6% |
| 3M | -7.3% | +36.3% | -43.6% | -11.0% |
| 6M | -21.6% | +6.6% | -28.1% | -22.8% |
| YTD | -18.9% | +27.1% | -46.1% | -22.3% |
| 1Y | -39.1% | +62.3% | -101.4% | -43.7% |
| 3Y | +71.7% | +245.1% | -173.4% | +41.0% |
| 5Y | +27.0% | +154.0% | -127.0% | +7.2% |
| All | +667.4% | +316.8% | +350.6% | +521.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling