+65,302.9%
NFLX vs FICO
+3,648.0%
+61,654.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -16.7% | +11.3% | +0.7% |
| 7D | -4.2% | -19.2% | +14.9% | +2.9% |
| 30D | +5.5% | -14.6% | +20.1% | +10.9% |
| 3M | -4.1% | -20.1% | +16.0% | +1.9% |
| 6M | -20.7% | -36.3% | +15.6% | -10.3% |
| YTD | -16.5% | -44.9% | +28.3% | -0.8% |
| 1Y | -37.8% | -38.6% | +0.9% | -30.4% |
| 3Y | +77.9% | +4.0% | +73.9% | +53.2% |
| 5Y | +32.5% | +99.5% | -67.0% | -14.1% |
| 10Y | +703.6% | +604.7% | +98.9% | +203.5% |
| All | +65,302.9% | +3,648.0% | +61,654.9% | +7,986.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling