-8.5%
NFLX vs FERG
+77.6%
-86.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.0% |
| 7D | -2.0% | +9.7% | -11.7% | -4.7% |
| 30D | -11.9% | +15.0% | -27.0% | -15.6% |
| 3M | -20.6% | +3.8% | -24.3% | -21.7% |
| 6M | -29.0% | +10.6% | -39.6% | -31.7% |
| YTD | -33.7% | +17.0% | -50.7% | -38.0% |
| 1Y | -46.2% | +7.1% | -53.2% | -48.2% |
| 3Y | +39.8% | +67.7% | -28.0% | +5.5% |
| All | -8.5% | +77.6% | -86.1% | -38.1% |
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