+65,302.9%
NFLX vs NEM
+544.8%
+64,758.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.8% | -3.6% | -5.1% |
| 7D | -4.2% | +0.3% | -4.5% | -4.3% |
| 30D | +5.5% | +23.1% | -17.6% | +2.9% |
| 3M | -4.1% | +18.5% | -22.5% | -6.2% |
| 6M | -20.7% | +7.8% | -28.5% | -21.9% |
| YTD | -16.5% | +29.1% | -45.7% | -19.8% |
| 1Y | -37.8% | +72.7% | -110.4% | -42.4% |
| 3Y | +77.9% | +248.7% | -170.8% | +49.8% |
| 5Y | +32.5% | +148.7% | -116.2% | +14.8% |
| 10Y | +703.6% | +304.8% | +398.8% | +547.8% |
| All | +65,302.9% | +544.8% | +64,758.1% | +49,348.4% |
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 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