+74.4%
NFLX vs FICO
+4.8%
+69.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -16.7% | +11.3% | -2.4% |
| 7D | -4.2% | -19.2% | +14.9% | -0.8% |
| 30D | +5.5% | -14.6% | +20.1% | +8.2% |
| 3M | -4.1% | -20.1% | +16.0% | -1.1% |
| 6M | -20.7% | -36.3% | +15.6% | -15.3% |
| YTD | -16.5% | -44.9% | +28.3% | -9.0% |
| 1Y | -37.8% | -38.6% | +0.9% | -34.2% |
| All | +74.4% | +4.8% | +69.6% | +57.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling