+423.4%
NFLX vs F
+88.0%
+335.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.2% | +0.7% |
| 7D | +2.6% | -0.6% | +3.2% | +2.7% |
| 30D | -9.0% | +2.9% | -11.9% | -9.6% |
| 3M | -13.7% | -9.5% | -4.3% | -12.1% |
| 6M | -26.9% | +4.0% | -30.9% | -28.2% |
| YTD | -31.8% | -1.3% | -30.5% | -32.6% |
| 1Y | -42.1% | -1.9% | -40.1% | -42.7% |
| 3Y | +47.0% | +53.5% | -6.5% | +26.0% |
| 5Y | -2.5% | -15.1% | +12.6% | -7.2% |
| 10Y | +423.4% | +81.0% | +342.4% | +366.1% |
| All | +423.4% | +88.0% | +335.4% | +366.1% |
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