-21.6%
NFLX vs FANG
+14.5%
-36.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | 0.0% |
| 7D | -8.1% | +1.2% | -9.3% | -8.0% |
| 30D | +1.6% | +2.4% | -0.8% | +1.7% |
| 3M | -7.3% | +5.1% | -12.4% | -6.8% |
| 6M | -21.6% | +16.4% | -38.0% | -21.8% |
| All | -21.6% | +14.5% | -36.1% | -21.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling