+27.2%
NFLX vs NEM
+156.0%
-128.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.2% | -1.1% |
| 7D | -8.1% | +3.1% | -11.1% | -8.4% |
| 30D | -0.3% | +10.0% | -10.3% | -1.6% |
| 3M | -6.6% | +30.9% | -37.5% | -10.0% |
| 6M | -22.7% | +10.5% | -33.2% | -24.2% |
| YTD | -18.9% | +29.7% | -48.6% | -22.7% |
| 1Y | -39.8% | +71.1% | -110.9% | -45.3% |
| 3Y | +71.7% | +252.1% | -180.4% | +36.7% |
| 5Y | +27.2% | +157.7% | -130.5% | +7.7% |
| All | +27.2% | +156.0% | -128.7% | +7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling