+448.1%
NFLX vs TER
+993.6%
-545.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.8% | -1.0% |
| 7D | -0.3% | -8.9% | +8.6% | +1.1% |
| 30D | -10.0% | -39.1% | +29.0% | -1.1% |
| 3M | -17.1% | -32.8% | +15.7% | -12.3% |
| 6M | -27.7% | -31.7% | +4.0% | -27.2% |
| YTD | -32.5% | +26.9% | -59.5% | -46.4% |
| 1Y | -43.5% | +33.6% | -77.1% | -56.2% |
| 3Y | +41.4% | +181.5% | -140.1% | -23.8% |
| 5Y | -2.2% | +76.1% | -78.3% | -39.5% |
| 10Y | +448.1% | +1,006.2% | -558.1% | +46.2% |
| All | +448.1% | +993.6% | -545.5% | +46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER 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 TER 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