+448.2%
NFLX vs TER
+998.2%
-550.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.4% | +4.5% | +0.3% |
| 7D | -2.0% | +14.4% | -16.3% | -4.9% |
| 30D | -11.9% | -30.6% | +18.6% | -5.9% |
| 3M | -20.6% | -39.2% | +18.6% | -13.9% |
| 6M | -29.0% | -31.3% | +2.3% | -28.6% |
| YTD | -33.7% | +29.1% | -62.8% | -47.6% |
| 1Y | -46.2% | +47.4% | -93.6% | -59.5% |
| 3Y | +39.8% | +191.2% | -151.4% | -25.6% |
| 5Y | -9.0% | +74.0% | -82.9% | -43.4% |
| All | +448.2% | +998.2% | -550.0% | +44.2% |
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