+39.8%
NFLX vs NEM
+252.4%
-212.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -0.9% |
| 7D | -2.0% | -6.4% | +4.4% | -1.3% |
| 30D | -11.9% | +1.4% | -13.3% | -12.1% |
| 3M | -20.6% | -0.7% | -19.9% | -20.7% |
| 6M | -29.0% | -4.5% | -24.5% | -29.1% |
| YTD | -33.7% | +14.0% | -47.8% | -35.5% |
| 1Y | -46.2% | +27.3% | -73.4% | -48.4% |
| 3Y | +39.8% | +250.5% | -210.7% | +20.9% |
| All | +39.8% | +252.4% | -212.6% | +20.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling