-2.7%
NFLX vs TER
+53.6%
-56.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.6% | -5.9% | -3.6% |
| 7D | +2.1% | -20.5% | +22.6% | +5.2% |
| 30D | -9.0% | -47.0% | +38.0% | -0.9% |
| 3M | -14.0% | -43.3% | +29.3% | -8.3% |
| 6M | -28.2% | -42.9% | +14.7% | -26.1% |
| YTD | -32.4% | +12.9% | -45.2% | -44.6% |
| 1Y | -42.2% | +18.2% | -60.4% | -53.6% |
| 3Y | +45.9% | +151.8% | -105.9% | -22.6% |
| All | -2.7% | +53.6% | -56.3% | -44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling