+10,533.9%
NFLX vs FERG
+1,348.4%
+9,185.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.3% | -7.7% | -5.6% |
| 7D | -4.2% | 0.0% | -4.2% | -4.3% |
| 30D | +5.5% | -10.2% | +15.6% | +6.5% |
| 3M | -4.1% | -0.6% | -3.5% | -4.1% |
| 6M | -20.7% | -6.5% | -14.2% | -20.4% |
| YTD | -16.5% | +4.2% | -20.7% | -17.2% |
| 1Y | -37.8% | -2.3% | -35.5% | -38.0% |
| 3Y | +77.9% | +48.5% | +29.4% | +69.2% |
| 5Y | +32.5% | +72.0% | -39.5% | +23.1% |
| 10Y | +703.6% | +369.9% | +333.7% | +647.9% |
| All | +10,533.9% | +1,348.4% | +9,185.4% | +10,859.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling