+26.7%
NFLX vs FDS
-20.4%
+47.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.3% | +2.4% | -0.5% |
| 7D | -5.0% | -5.4% | +0.4% | -3.2% |
| 30D | +3.5% | +1.6% | +2.0% | +2.9% |
| 3M | -7.1% | +17.7% | -24.8% | -12.6% |
| 6M | -22.5% | +29.1% | -51.5% | -30.1% |
| YTD | -18.1% | +1.0% | -19.1% | -19.5% |
| 1Y | -38.3% | -21.6% | -16.7% | -32.8% |
| 3Y | +73.4% | -30.1% | +103.5% | +93.7% |
| 5Y | +26.7% | -20.7% | +47.4% | +35.1% |
| All | +26.7% | -20.4% | +47.1% | +35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling