+687.9%
NFLX vs FDS
+72.8%
+615.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.4% | +0.3% |
| 7D | -8.1% | -8.8% | +0.7% | -4.9% |
| 30D | -0.3% | -1.4% | +1.0% | +0.1% |
| 3M | -6.6% | +13.9% | -20.5% | -11.8% |
| 6M | -22.7% | +27.4% | -50.1% | -31.0% |
| YTD | -18.9% | -2.5% | -16.4% | -20.1% |
| 1Y | -39.8% | -23.8% | -16.0% | -34.8% |
| 3Y | +71.7% | -32.5% | +104.2% | +92.3% |
| 5Y | +27.2% | -23.2% | +50.4% | +33.3% |
| 10Y | +687.9% | +76.4% | +611.5% | +459.2% |
| All | +687.9% | +72.8% | +615.0% | +459.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling