+423.4%
NFLX vs FFIV
+132.4%
+291.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.4% | 0.0% |
| 7D | +2.6% | -2.1% | +4.7% | +3.4% |
| 30D | -9.0% | -33.8% | +24.7% | +5.3% |
| 3M | -13.7% | -20.6% | +6.9% | -8.1% |
| 6M | -26.9% | -10.2% | -16.7% | -27.1% |
| YTD | -31.8% | +24.5% | -56.3% | -42.3% |
| 1Y | -42.1% | +29.3% | -71.4% | -52.0% |
| 3Y | +47.0% | +103.8% | -56.8% | -7.0% |
| 5Y | -2.5% | +40.9% | -43.4% | -27.4% |
| 10Y | +423.4% | +126.6% | +296.8% | +211.2% |
| All | +423.4% | +132.4% | +291.0% | +211.2% |
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