+65,302.9%
NFLX vs FDS
+1,667.3%
+63,635.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -3.5% | -1.8% | -3.9% |
| 7D | -4.2% | -1.9% | -2.3% | -3.5% |
| 30D | +5.5% | +9.0% | -3.6% | +1.7% |
| 3M | -4.1% | +18.9% | -22.9% | -11.5% |
| 6M | -20.7% | +35.1% | -55.8% | -31.7% |
| YTD | -16.5% | +5.5% | -22.0% | -21.0% |
| 1Y | -37.8% | -16.8% | -21.0% | -35.6% |
| 3Y | +77.9% | -28.1% | +106.0% | +92.8% |
| 5Y | +32.5% | -17.4% | +49.9% | +34.2% |
| 10Y | +703.6% | +85.4% | +618.1% | +448.0% |
| All | +65,302.9% | +1,667.3% | +63,635.6% | +12,922.9% |
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 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