-2.7%
NFLX vs F
-12.6%
+9.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -3.1% |
| 7D | +2.1% | +1.6% | +0.6% | +1.7% |
| 30D | -9.0% | +2.6% | -11.7% | -9.6% |
| 3M | -14.0% | -8.8% | -5.1% | -12.1% |
| 6M | -28.2% | +4.6% | -32.8% | -30.1% |
| YTD | -32.4% | -1.9% | -30.5% | -33.5% |
| 1Y | -42.2% | -0.8% | -41.4% | -43.4% |
| 3Y | +45.9% | +43.5% | +2.4% | +16.5% |
| All | -2.7% | -12.6% | +9.9% | -8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling