+45.2%
NFLX vs F
+50.0%
-4.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.3% | +2.0% |
| 7D | -2.8% | -2.1% | -0.6% | -2.7% |
| 30D | -8.6% | +3.3% | -11.9% | -8.7% |
| 3M | -13.7% | -11.3% | -2.4% | -13.4% |
| 6M | -24.5% | +5.3% | -29.8% | -24.5% |
| YTD | -31.2% | -2.2% | -28.9% | -31.2% |
| 1Y | -43.2% | -3.5% | -39.7% | -43.2% |
| All | +45.2% | +50.0% | -4.8% | +46.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling