-37.8%
NFLX vs FANG
+43.7%
-81.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.8% | -3.5% | -5.3% |
| 7D | -4.2% | +0.8% | -5.0% | -4.2% |
| 30D | +5.5% | +7.6% | -2.1% | +5.1% |
| 3M | -4.1% | -1.3% | -2.8% | -3.8% |
| 6M | -20.7% | +14.7% | -35.4% | -22.1% |
| YTD | -16.5% | +34.8% | -51.3% | -18.9% |
| 1Y | -37.8% | +42.9% | -80.7% | -40.1% |
| All | -37.8% | +43.7% | -81.5% | -40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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