+409.0%
NFLX vs FICO
+512.2%
-103.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.1% |
| 7D | +2.1% | -0.9% | +3.1% | +2.4% |
| 30D | -9.0% | +3.3% | -12.4% | -10.6% |
| 3M | -14.0% | -31.7% | +17.8% | -5.5% |
| 6M | -28.2% | -34.0% | +5.8% | -21.7% |
| YTD | -32.4% | -58.3% | +26.0% | -14.2% |
| 1Y | -42.2% | -57.9% | +15.7% | -27.2% |
| 3Y | +45.9% | -24.1% | +69.9% | +30.8% |
| 5Y | -1.8% | +85.3% | -87.1% | -43.5% |
| All | +409.0% | +512.2% | -103.2% | +30.4% |
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