+26.7%
NFLX vs NTAP
+135.7%
-109.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.9% | -3.8% | -2.4% |
| 7D | -5.0% | +3.3% | -8.3% | -5.9% |
| 30D | +3.5% | -0.2% | +3.8% | +3.4% |
| 3M | -7.1% | +11.4% | -18.5% | -10.7% |
| 6M | -22.5% | +88.7% | -111.1% | -39.4% |
| YTD | -18.1% | +78.9% | -97.0% | -35.0% |
| 1Y | -38.3% | +58.8% | -97.1% | -48.9% |
| 3Y | +73.4% | +153.5% | -80.2% | +7.7% |
| 5Y | +26.7% | +136.7% | -110.1% | -23.8% |
| All | +26.7% | +135.7% | -109.0% | -23.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling