+670.3%
NFLX vs TER
+1,753.0%
-1,082.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.2% | -6.1% | -2.9% |
| 7D | -5.0% | +11.0% | -16.0% | -7.4% |
| 30D | +3.5% | -1.9% | +5.4% | +3.2% |
| 3M | -7.1% | -0.7% | -6.4% | -10.8% |
| 6M | -22.5% | +36.4% | -58.8% | -34.6% |
| YTD | -18.1% | +92.4% | -110.6% | -39.3% |
| 1Y | -38.3% | +213.5% | -251.9% | -62.2% |
| 3Y | +73.4% | +277.2% | -203.9% | -8.8% |
| 5Y | +26.7% | +219.1% | -192.5% | -31.7% |
| 10Y | +670.3% | +1,744.2% | -1,073.9% | +71.1% |
| All | +670.3% | +1,753.0% | -1,082.6% | +71.1% |
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