-44.3%
NFLX vs F
-2.5%
-41.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.1% |
| 7D | -0.3% | +1.0% | -1.2% | -0.3% |
| 30D | -10.0% | +2.1% | -12.1% | -10.1% |
| 3M | -17.1% | -10.3% | -6.8% | -17.1% |
| 6M | -27.7% | +3.3% | -31.0% | -27.0% |
| YTD | -32.5% | -2.0% | -30.5% | -33.3% |
| All | -44.3% | -2.5% | -41.8% | -44.9% |
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