+687.9%
NFLX vs T
+63.2%
+624.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.5% |
| 7D | -8.1% | -3.1% | -5.0% | -7.4% |
| 30D | -0.3% | +4.6% | -4.9% | -1.3% |
| 3M | -6.6% | +12.2% | -18.8% | -9.2% |
| 6M | -22.7% | -6.5% | -16.2% | -21.7% |
| YTD | -18.9% | +4.9% | -23.8% | -20.3% |
| 1Y | -39.8% | -10.5% | -29.3% | -38.5% |
| 3Y | +71.7% | +104.6% | -32.9% | +39.1% |
| 5Y | +27.2% | +64.2% | -37.0% | +8.7% |
| 10Y | +687.9% | +68.4% | +619.4% | +550.2% |
| All | +687.9% | +63.2% | +624.6% | +550.2% |
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