+451.1%
NFLX vs Z
-16.2%
+467.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.5% | +4.4% | +0.3% |
| 7D | -0.3% | -6.5% | +6.2% | +1.2% |
| 30D | -10.0% | -0.1% | -9.9% | -10.4% |
| 3M | -17.1% | -14.1% | -2.9% | -14.6% |
| 6M | -27.7% | -30.1% | +2.4% | -22.0% |
| YTD | -32.5% | -57.5% | +25.0% | -18.9% |
| 1Y | -43.5% | -60.3% | +16.8% | -31.2% |
| 3Y | +41.4% | -21.0% | +62.5% | +36.5% |
| 5Y | -2.2% | -54.9% | +52.7% | +4.0% |
| All | +451.1% | -16.2% | +467.3% | +359.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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