+45.9%
NFLX vs FGI
+1.5%
+44.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -3.3% |
| 7D | +2.1% | -7.0% | +9.1% | +2.2% |
| 30D | -9.0% | -4.2% | -4.8% | -9.0% |
| 3M | -14.0% | +55.6% | -69.6% | -14.2% |
| 6M | -28.2% | -3.2% | -25.0% | -28.6% |
| YTD | -32.4% | +29.1% | -61.5% | -32.3% |
| 1Y | -42.2% | +51.0% | -93.2% | -42.3% |
| 3Y | +45.9% | +1.5% | +44.3% | +51.9% |
| All | +45.9% | +1.5% | +44.3% | +51.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling