+27.2%
NFLX vs NSC
+44.1%
-16.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.6% |
| 7D | -8.1% | -2.0% | -6.1% | -7.6% |
| 30D | -0.3% | -3.2% | +2.8% | +0.5% |
| 3M | -6.6% | +3.9% | -10.5% | -7.8% |
| 6M | -22.7% | +7.8% | -30.5% | -24.6% |
| YTD | -18.9% | +13.4% | -32.3% | -22.3% |
| 1Y | -39.8% | +20.3% | -60.1% | -43.4% |
| 3Y | +71.7% | +76.1% | -4.4% | +33.2% |
| 5Y | +27.2% | +45.0% | -17.8% | +8.5% |
| All | +27.2% | +44.1% | -16.8% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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