+667.6%
NFLX vs NTAP
+596.0%
+71.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.4% | -0.3% |
| 7D | -8.1% | +2.2% | -10.3% | -8.7% |
| 30D | -0.3% | -7.0% | +6.7% | +1.6% |
| 3M | -6.6% | +12.3% | -18.9% | -10.5% |
| 6M | -22.7% | +85.1% | -107.8% | -38.1% |
| YTD | -18.9% | +74.8% | -93.7% | -34.1% |
| 1Y | -39.8% | +52.7% | -92.5% | -49.0% |
| 3Y | +71.7% | +147.7% | -76.0% | +18.6% |
| 5Y | +27.2% | +124.8% | -97.5% | -10.7% |
| All | +667.6% | +596.0% | +71.6% | +273.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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