+670.3%
NFLX vs F
+89.8%
+580.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.2% | +2.3% | -1.0% |
| 7D | -5.0% | +1.2% | -6.2% | -5.2% |
| 30D | +3.5% | +1.2% | +2.3% | +3.2% |
| 3M | -7.1% | -5.7% | -1.4% | -6.2% |
| 6M | -22.5% | +17.9% | -40.4% | -25.9% |
| YTD | -18.1% | +10.4% | -28.5% | -20.9% |
| 1Y | -38.3% | +25.3% | -63.7% | -42.4% |
| 3Y | +73.4% | +37.5% | +35.9% | +53.1% |
| 5Y | +26.7% | +46.5% | -19.8% | +10.5% |
| 10Y | +670.3% | +86.4% | +583.9% | +589.3% |
| All | +670.3% | +89.8% | +580.5% | +589.3% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 F 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