+448.2%
NFLX vs FICO
+527.0%
-78.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.0% |
| 7D | -2.0% | +2.2% | -4.2% | -2.7% |
| 30D | -11.9% | +0.1% | -12.0% | -12.3% |
| 3M | -20.6% | -35.2% | +14.6% | -11.1% |
| 6M | -29.0% | -32.4% | +3.3% | -23.1% |
| YTD | -33.7% | -57.4% | +23.7% | -16.6% |
| 1Y | -46.2% | -58.5% | +12.4% | -31.7% |
| 3Y | +39.8% | -28.9% | +68.6% | +29.5% |
| 5Y | -9.0% | +91.7% | -100.7% | -48.1% |
| All | +448.2% | +527.0% | -78.8% | +44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 10y: compounded portfolio wealth divided by compounded FICO 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…
10y analysis · Full analysis span regression · 6 months rolling