+29.0%
NFLX vs FE
+45.0%
-16.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.6% | -4.8% | -5.3% |
| 7D | -4.2% | +1.9% | -6.2% | -4.5% |
| 30D | +5.5% | -1.2% | +6.6% | +5.6% |
| 3M | -4.1% | +3.5% | -7.6% | -4.5% |
| 6M | -20.7% | -6.1% | -14.6% | -20.1% |
| YTD | -16.5% | +7.6% | -24.2% | -17.1% |
| 1Y | -37.8% | +11.9% | -49.7% | -38.5% |
| 3Y | +77.9% | +48.4% | +29.5% | +66.6% |
| All | +29.0% | +45.0% | -16.0% | +18.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling