+448.1%
NFLX vs T
+55.0%
+393.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.2% |
| 7D | -0.3% | +2.6% | -2.8% | -0.9% |
| 30D | -10.0% | -1.1% | -8.9% | -9.8% |
| 3M | -17.1% | -7.7% | -9.3% | -15.5% |
| 6M | -27.7% | -10.6% | -17.1% | -25.9% |
| YTD | -32.5% | -7.5% | -25.1% | -31.7% |
| 1Y | -43.5% | -7.4% | -36.1% | -42.8% |
| 3Y | +41.4% | +63.1% | -21.6% | +21.6% |
| 5Y | -2.2% | +55.2% | -57.4% | -15.3% |
| 10Y | +448.1% | +58.8% | +389.3% | +351.8% |
| All | +448.1% | +55.0% | +393.1% | +351.8% |
Cumulative growth
Daily Returns
Daily percentage return beside T.
Daily Out/Under-Performance
Portfolio return minus T return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × T 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 T 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