+51,846.2%
NFLX vs NEM
+469.5%
+51,376.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -12.2% |
| 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% | -48.3% |
| 3Y | +39.8% | +250.5% | -210.7% | +17.6% |
| 5Y | -9.0% | +121.1% | -130.0% | -20.1% |
| 10Y | +441.5% | +358.3% | +83.2% | +331.3% |
| All | +51,846.2% | +469.5% | +51,376.7% | +39,661.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling