-8.2%
NFLX vs F
-15.3%
+7.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.9% | 0.0% | -2.1% |
| 7D | -4.4% | -3.9% | -0.5% | -3.4% |
| 30D | -11.0% | -0.5% | -10.6% | -10.9% |
| 3M | -15.5% | -12.9% | -2.6% | -12.7% |
| 6M | -28.5% | +1.5% | -30.0% | -29.9% |
| YTD | -33.1% | -5.0% | -28.1% | -33.7% |
| 1Y | -45.8% | -7.3% | -38.5% | -46.0% |
| 3Y | +40.2% | +45.3% | -5.1% | +10.6% |
| 5Y | -8.2% | -15.8% | +7.6% | -13.2% |
| All | -8.2% | -15.3% | +7.1% | -13.2% |
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 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