-45.8%
NFLX vs FICO
-60.3%
+14.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.6% | -1.3% | -2.7% |
| 7D | -4.4% | +1.4% | -5.8% | -4.5% |
| 30D | -11.0% | -0.8% | -10.2% | -11.0% |
| 3M | -15.5% | -31.3% | +15.8% | -11.2% |
| 6M | -28.5% | -33.9% | +5.5% | -25.1% |
| YTD | -33.1% | -57.6% | +24.4% | -28.2% |
| 1Y | -45.8% | -59.7% | +13.8% | -42.2% |
| All | -45.8% | -60.3% | +14.4% | -42.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling