+687.9%
NFLX vs Z
-5.7%
+693.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.8% |
| 7D | -8.1% | -7.1% | -1.0% | -6.5% |
| 30D | -0.3% | -4.8% | +4.4% | +0.7% |
| 3M | -6.6% | -9.3% | +2.7% | -4.8% |
| 6M | -22.7% | -29.0% | +6.3% | -17.0% |
| YTD | -18.9% | -52.9% | +34.0% | -4.4% |
| 1Y | -39.8% | -63.1% | +23.3% | -25.1% |
| 3Y | +71.7% | -36.9% | +108.6% | +76.8% |
| 5Y | +27.2% | -65.5% | +92.7% | +40.3% |
| 10Y | +687.9% | -3.9% | +691.7% | +534.1% |
| All | +687.9% | -5.7% | +693.6% | +534.1% |
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