+45.9%
NFLX vs FFIV
+102.2%
-56.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.0% | -3.2% |
| 7D | +2.1% | -8.1% | +10.3% | +3.4% |
| 30D | -9.0% | -33.4% | +24.4% | -3.8% |
| 3M | -14.0% | -24.7% | +10.8% | -11.2% |
| 6M | -28.2% | -8.8% | -19.3% | -29.5% |
| YTD | -32.4% | +21.8% | -54.1% | -39.2% |
| 1Y | -42.2% | +25.3% | -67.5% | -48.6% |
| 3Y | +45.9% | +101.2% | -55.3% | +15.9% |
| All | +45.9% | +102.2% | -56.3% | +15.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling