+687.9%
NFLX vs FFIV
+239.4%
+448.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.9% | -4.8% | -2.6% |
| 7D | -8.1% | +3.5% | -11.6% | -9.4% |
| 30D | -0.3% | -1.3% | +1.0% | -0.3% |
| 3M | -6.6% | +2.4% | -9.0% | -8.7% |
| 6M | -22.7% | +41.8% | -64.5% | -35.3% |
| YTD | -18.9% | +58.5% | -77.4% | -36.1% |
| 1Y | -39.8% | +24.3% | -64.2% | -47.4% |
| 3Y | +71.7% | +152.0% | -80.3% | +3.0% |
| 5Y | +27.2% | +99.1% | -71.9% | -15.3% |
| 10Y | +687.9% | +242.8% | +445.1% | +314.4% |
| All | +687.9% | +239.4% | +448.4% | +314.4% |
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