-39.8%
NFLX vs FFIV
+26.5%
-66.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.9% | -4.8% | -0.8% |
| 7D | -8.1% | +3.5% | -11.6% | -8.0% |
| 30D | -0.3% | -1.3% | +1.0% | -0.3% |
| 3M | -6.6% | +2.4% | -9.0% | -6.8% |
| 6M | -22.7% | +41.8% | -64.5% | -24.3% |
| YTD | -18.9% | +58.5% | -77.4% | -20.8% |
| 1Y | -39.8% | +24.3% | -64.2% | -39.5% |
| All | -39.8% | +26.5% | -66.3% | -39.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling