+8,173.1%
NFLX vs FANG
+1,395.6%
+6,777.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.2% |
| 7D | -8.1% | -0.4% | -7.7% | -8.0% |
| 30D | -0.3% | +2.4% | -2.7% | -0.7% |
| 3M | -6.6% | +4.9% | -11.5% | -7.4% |
| 6M | -22.7% | +12.0% | -34.7% | -24.1% |
| YTD | -18.9% | +37.1% | -56.0% | -22.6% |
| 1Y | -39.8% | +52.3% | -92.1% | -43.4% |
| 3Y | +71.7% | +45.0% | +26.8% | +60.6% |
| 5Y | +27.2% | +231.0% | -203.7% | +5.8% |
| 10Y | +687.9% | +177.5% | +510.4% | +527.4% |
| All | +8,173.1% | +1,395.6% | +6,777.5% | +5,028.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling