+52,899.3%
NFLX vs FDS
+1,819.1%
+51,080.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.7% | +0.4% | -1.8% |
| 7D | +2.1% | -0.5% | +2.7% | +2.3% |
| 30D | -9.0% | +20.2% | -29.2% | -15.8% |
| 3M | -14.0% | +19.9% | -33.8% | -20.8% |
| 6M | -28.2% | +56.2% | -84.3% | -41.7% |
| YTD | -32.4% | +14.6% | -46.9% | -38.5% |
| 1Y | -42.2% | +31.6% | -73.8% | -50.8% |
| 3Y | +45.9% | -23.8% | +69.7% | +53.8% |
| 5Y | -1.8% | -22.6% | +20.8% | +1.8% |
| 10Y | +419.6% | +139.3% | +280.3% | +216.5% |
| All | +52,899.3% | +1,819.1% | +51,080.2% | +10,030.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling