-45.8%
NFLX vs FDS
+23.2%
-69.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -1.9% | -2.7% |
| 7D | -4.4% | -2.6% | -1.8% | -3.9% |
| 30D | -11.0% | +14.1% | -25.1% | -13.3% |
| 3M | -15.5% | +19.8% | -35.3% | -18.6% |
| 6M | -28.5% | +55.0% | -83.4% | -34.3% |
| YTD | -33.1% | +15.9% | -49.0% | -39.5% |
| 1Y | -45.8% | +24.2% | -70.0% | -50.0% |
| All | -45.8% | +23.2% | -69.1% | -50.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling