+27.0%
NFLX vs FERG
+66.7%
-39.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.3% |
| 7D | -8.1% | -1.0% | -7.0% | -7.8% |
| 30D | +1.6% | -11.8% | +13.4% | +5.4% |
| 3M | -7.3% | -1.2% | -6.1% | -7.3% |
| 6M | -21.6% | -2.3% | -19.3% | -21.9% |
| YTD | -18.9% | +0.8% | -19.7% | -20.6% |
| 1Y | -39.1% | +0.5% | -39.6% | -40.7% |
| 3Y | +71.7% | +51.4% | +20.3% | +31.3% |
| 5Y | +27.0% | +67.5% | -40.5% | -13.0% |
| All | +27.0% | +66.7% | -39.8% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 FERG 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