+423.4%
NFLX vs T
+56.1%
+367.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.7% |
| 7D | +2.6% | +1.7% | +0.9% | +2.2% |
| 30D | -9.0% | -1.7% | -7.3% | -8.6% |
| 3M | -13.7% | -7.3% | -6.4% | -12.1% |
| 6M | -26.9% | -11.2% | -15.7% | -24.9% |
| YTD | -31.8% | -8.1% | -23.7% | -30.8% |
| 1Y | -42.1% | -8.0% | -34.0% | -41.3% |
| 3Y | +47.0% | +62.1% | -15.2% | +26.3% |
| 5Y | -2.5% | +55.7% | -58.2% | -15.8% |
| 10Y | +423.4% | +54.1% | +369.2% | +318.4% |
| All | +423.4% | +56.1% | +367.3% | +318.4% |
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