+27.2%
NFLX vs UL
+19.6%
+7.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.5% |
| 7D | -8.1% | -3.2% | -4.9% | -7.2% |
| 30D | -0.3% | -0.6% | +0.2% | -0.1% |
| 3M | -6.6% | +9.4% | -16.0% | -8.8% |
| 6M | -22.7% | -4.1% | -18.5% | -21.9% |
| YTD | -18.9% | -2.0% | -16.9% | -18.8% |
| 1Y | -39.8% | -9.0% | -30.8% | -38.5% |
| 3Y | +71.7% | +21.8% | +49.9% | +56.4% |
| 5Y | +27.2% | +20.6% | +6.7% | +6.8% |
| All | +27.2% | +19.6% | +7.6% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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