+448.2%
NFLX vs FFIV
+118.6%
+329.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.8% | +0.2% |
| 7D | -2.0% | -0.5% | -1.4% | -1.8% |
| 30D | -11.9% | -32.4% | +20.5% | +1.0% |
| 3M | -20.6% | -25.7% | +5.1% | -13.0% |
| 6M | -29.0% | -13.5% | -15.5% | -28.1% |
| YTD | -33.7% | +21.1% | -54.8% | -43.3% |
| 1Y | -46.2% | +29.4% | -75.6% | -55.5% |
| 3Y | +39.8% | +94.9% | -55.1% | -9.8% |
| 5Y | -9.0% | +34.7% | -43.7% | -31.0% |
| All | +448.2% | +118.6% | +329.6% | +230.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 10y: compounded portfolio wealth divided by compounded FFIV 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…
10y analysis · Full analysis span regression · 6 months rolling