+451.1%
NFLX vs FICO
+545.7%
-94.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.0% | -1.4% |
| 7D | -0.3% | +0.9% | -1.1% | -0.6% |
| 30D | -10.0% | +9.4% | -19.5% | -13.2% |
| 3M | -17.1% | -30.4% | +13.3% | -9.5% |
| 6M | -27.7% | -35.1% | +7.4% | -20.5% |
| YTD | -32.5% | -56.8% | +24.3% | -15.5% |
| 1Y | -43.5% | -58.4% | +14.9% | -28.4% |
| 3Y | +41.4% | -26.7% | +68.1% | +29.5% |
| 5Y | -2.2% | +88.0% | -90.2% | -43.7% |
| All | +451.1% | +545.7% | -94.6% | +42.9% |
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