+448.1%
NFLX vs FDS
+127.5%
+320.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | -0.3% | -2.0% | +1.7% | +0.5% |
| 30D | -10.0% | +13.5% | -23.5% | -14.3% |
| 3M | -17.1% | +15.2% | -32.2% | -21.8% |
| 6M | -27.7% | +47.0% | -74.7% | -38.8% |
| YTD | -32.5% | +13.9% | -46.4% | -37.6% |
| 1Y | -43.5% | +25.2% | -68.7% | -50.1% |
| 3Y | +41.4% | -25.3% | +66.8% | +53.2% |
| 5Y | -2.2% | -23.3% | +21.1% | +2.9% |
| 10Y | +448.1% | +126.0% | +322.1% | +260.9% |
| All | +448.1% | +127.5% | +320.6% | +260.9% |
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