-2.7%
NFLX vs FDS
-22.8%
+20.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.7% | +0.4% | -2.1% |
| 7D | +2.1% | -0.5% | +2.7% | +2.3% |
| 30D | -9.0% | +20.2% | -29.2% | -14.4% |
| 3M | -14.0% | +19.9% | -33.8% | -19.3% |
| 6M | -28.2% | +56.2% | -84.3% | -39.1% |
| YTD | -32.4% | +14.6% | -46.9% | -36.4% |
| 1Y | -42.2% | +31.6% | -73.8% | -49.0% |
| 3Y | +45.9% | -23.8% | +69.7% | +60.3% |
| All | -2.7% | -22.8% | +20.1% | +1.7% |
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