+47.0%
NFLX vs Z
-19.5%
+66.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.8% | -2.9% | +0.2% |
| 7D | +2.6% | -5.2% | +7.7% | +3.3% |
| 30D | -9.0% | +5.7% | -14.8% | -10.1% |
| 3M | -13.7% | -8.7% | -5.0% | -12.8% |
| 6M | -26.9% | -26.0% | -0.9% | -24.3% |
| YTD | -31.8% | -55.0% | +23.2% | -24.7% |
| 1Y | -42.1% | -58.0% | +15.9% | -35.5% |
| 3Y | +47.0% | -15.2% | +62.1% | +52.5% |
| All | +47.0% | -19.5% | +66.5% | +52.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling