-42.2%
NFLX vs FE
+6.2%
-48.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.8% | -3.1% |
| 7D | +2.1% | 0.0% | +2.2% | +2.1% |
| 30D | -9.0% | +5.2% | -14.2% | -10.8% |
| 3M | -14.0% | 0.0% | -13.9% | -14.2% |
| 6M | -28.2% | +5.0% | -33.2% | -29.4% |
| YTD | -32.4% | +7.9% | -40.3% | -31.9% |
| 1Y | -42.2% | +6.3% | -48.5% | -41.4% |
| All | -42.2% | +6.2% | -48.4% | -41.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling