-42.2%
NFLX vs F
-0.9%
-41.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -3.3% |
| 7D | +2.1% | +1.6% | +0.6% | +2.1% |
| 30D | -9.0% | +2.6% | -11.7% | -9.1% |
| 3M | -14.0% | -8.8% | -5.1% | -13.9% |
| 6M | -28.2% | +4.6% | -32.8% | -27.4% |
| YTD | -32.4% | -1.9% | -30.5% | -33.2% |
| 1Y | -42.2% | -0.8% | -41.4% | -43.2% |
| All | -42.2% | -0.9% | -41.3% | -43.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling