-2.5%
NFLX vs FICO
+81.4%
-84.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.7% | -1.9% | +0.2% |
| 7D | +2.6% | -0.1% | +2.6% | +2.5% |
| 30D | -9.0% | +8.4% | -17.4% | -11.2% |
| 3M | -13.7% | -30.5% | +16.8% | -7.2% |
| 6M | -26.9% | -35.7% | +8.8% | -20.8% |
| YTD | -31.8% | -57.2% | +25.4% | -17.4% |
| 1Y | -42.1% | -58.4% | +16.3% | -29.4% |
| 3Y | +47.0% | -24.8% | +71.8% | +28.4% |
| 5Y | -2.5% | +79.3% | -81.8% | -43.1% |
| All | -2.5% | +81.4% | -84.0% | -43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling