+125.7%
NFLX vs NET
+1,381.0%
-1,255.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.6% | +7.3% | +5.3% |
| 7D | +7.1% | -16.4% | +23.5% | +11.7% |
| 30D | -1.6% | -25.8% | +24.2% | +5.2% |
| 3M | -9.8% | -11.5% | +1.8% | -8.5% |
| 6M | -27.1% | +18.9% | -46.0% | -33.2% |
| YTD | -29.2% | +35.2% | -64.4% | -39.0% |
| 1Y | -39.3% | +14.5% | -53.7% | -45.3% |
| 3Y | +53.6% | +313.8% | -260.3% | -10.3% |
| 5Y | -0.7% | +32.6% | -33.2% | -32.0% |
| All | +125.7% | +1,381.0% | -1,255.3% | -19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NET.
Daily Out/Under-Performance
Portfolio return minus NET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NET 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 NET 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