+76.6%
NFLX vs FFIV
+140.3%
-63.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.4% | -4.9% | -5.3% |
| 7D | -4.2% | -1.0% | -3.3% | -4.1% |
| 30D | +5.5% | -5.1% | +10.5% | +6.3% |
| 3M | -4.1% | -4.5% | +0.4% | -3.8% |
| 6M | -20.7% | +36.5% | -57.2% | -27.4% |
| YTD | -16.5% | +53.0% | -69.5% | -26.3% |
| 1Y | -37.8% | +24.2% | -62.0% | -41.7% |
| All | +76.6% | +140.3% | -63.7% | +43.9% |
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