-37.8%
NFLX vs FGI
+81.8%
-119.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +7.5% | -12.9% | -5.4% |
| 7D | -4.2% | +0.5% | -4.8% | -4.2% |
| 30D | +5.5% | +65.4% | -59.9% | +5.1% |
| 3M | -4.1% | +23.5% | -27.6% | -4.7% |
| 6M | -20.7% | +60.5% | -81.2% | -20.4% |
| YTD | -16.5% | +30.0% | -46.5% | -16.2% |
| 1Y | -37.8% | +82.1% | -119.8% | -37.8% |
| All | -37.8% | +81.8% | -119.6% | -37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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