+29.0%
NFLX vs FICO
+99.8%
-70.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -16.7% | +11.3% | -0.7% |
| 7D | -4.2% | -19.2% | +14.9% | +1.3% |
| 30D | +5.5% | -14.6% | +20.1% | +9.7% |
| 3M | -4.1% | -20.1% | +16.0% | +0.6% |
| 6M | -20.7% | -36.3% | +15.6% | -12.1% |
| YTD | -16.5% | -44.9% | +28.3% | -3.6% |
| 1Y | -37.8% | -38.6% | +0.9% | -31.9% |
| 3Y | +77.9% | +4.0% | +73.9% | +43.7% |
| All | +29.0% | +99.8% | -70.8% | -20.2% |
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 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