+65,302.9%
NFLX vs F
+89.6%
+65,213.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.5% | -6.8% | -5.7% |
| 7D | -4.2% | +5.3% | -9.6% | -5.5% |
| 30D | +5.5% | +4.6% | +0.9% | +4.2% |
| 3M | -4.1% | -3.7% | -0.4% | -3.5% |
| 6M | -20.7% | +16.8% | -37.5% | -24.7% |
| YTD | -16.5% | +15.3% | -31.8% | -20.8% |
| 1Y | -37.8% | +31.0% | -68.8% | -43.2% |
| 3Y | +77.9% | +45.4% | +32.5% | +52.3% |
| 5Y | +32.5% | +54.7% | -22.2% | +10.2% |
| 10Y | +703.6% | +98.2% | +605.3% | +486.5% |
| All | +65,302.9% | +89.6% | +65,213.3% | +35,150.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling