+73.8%
NFLX vs FANG
+45.3%
+28.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.9% |
| 7D | -1.1% | +2.9% | -4.0% | -1.4% |
| 30D | +4.3% | +2.6% | +1.7% | +3.9% |
| 3M | -4.8% | +7.6% | -12.3% | -5.9% |
| 6M | -18.4% | +17.3% | -35.8% | -20.7% |
| YTD | -17.4% | +38.7% | -56.1% | -21.9% |
| 1Y | -35.7% | +51.6% | -87.3% | -40.2% |
| 3Y | +73.8% | +50.0% | +23.8% | +59.2% |
| All | +73.8% | +45.3% | +28.5% | +59.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling