-2.5%
NFLX vs FDX
+74.9%
-77.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.5% | -2.6% | 0.0% |
| 7D | +2.6% | +0.2% | +2.4% | +2.5% |
| 30D | -9.0% | +9.3% | -18.3% | -11.0% |
| 3M | -13.7% | +0.5% | -14.2% | -13.9% |
| 6M | -26.9% | +5.3% | -32.2% | -28.1% |
| YTD | -31.8% | +38.6% | -70.4% | -38.2% |
| 1Y | -42.1% | +53.5% | -95.6% | -49.1% |
| 3Y | +47.0% | +74.2% | -27.3% | +16.9% |
| 5Y | -2.5% | +75.3% | -77.8% | -22.7% |
| All | -2.5% | +74.9% | -77.4% | -22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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