-8.5%
NFLX vs FAST
+106.5%
-115.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.2% | -0.6% |
| 7D | -2.0% | +4.2% | -6.1% | -3.5% |
| 30D | -11.9% | +6.7% | -18.6% | -14.1% |
| 3M | -20.6% | +8.0% | -28.6% | -23.1% |
| 6M | -29.0% | +27.4% | -56.4% | -35.9% |
| YTD | -33.7% | +40.5% | -74.2% | -43.3% |
| 1Y | -46.2% | +38.4% | -84.5% | -53.7% |
| 3Y | +39.8% | +98.7% | -58.9% | -7.0% |
| All | -8.5% | +106.5% | -115.0% | -44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 5y: compounded portfolio wealth divided by compounded FAST 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…
5y analysis · Full analysis span regression · 6 months rolling