+409.0%
NFLX vs FE
+107.4%
+301.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.8% | -3.2% |
| 7D | +2.1% | 0.0% | +2.2% | +2.1% |
| 30D | -9.0% | +5.2% | -14.2% | -10.0% |
| 3M | -14.0% | 0.0% | -13.9% | -14.0% |
| 6M | -28.2% | +5.0% | -33.2% | -28.9% |
| YTD | -32.4% | +7.9% | -40.3% | -33.5% |
| 1Y | -42.2% | +6.3% | -48.5% | -43.0% |
| 3Y | +45.9% | +46.0% | -0.2% | +33.0% |
| 5Y | -1.8% | +45.6% | -47.4% | -11.4% |
| All | +409.0% | +107.4% | +301.6% | +349.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 10y: compounded portfolio wealth divided by compounded FE 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…
10y analysis · Full analysis span regression · 6 months rolling