-34.4%
NFLX vs FIG
-74.1%
+39.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.3% | -0.7% |
| 7D | -8.1% | -14.5% | +6.4% | -6.8% |
| 30D | -0.3% | -13.3% | +13.0% | +0.7% |
| 3M | -6.6% | +7.4% | -14.0% | -8.1% |
| 6M | -22.7% | -27.8% | +5.1% | -22.1% |
| YTD | -18.9% | -41.1% | +22.2% | -18.6% |
| 1Y | -39.8% | -58.7% | +18.9% | -38.7% |
| All | -34.4% | -74.1% | +39.7% | -32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 10y: compounded portfolio wealth divided by compounded FIG 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…
10y analysis · Full analysis span regression · 6 months rolling