-32.5%
NFLX vs FIG
-71.6%
+39.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -4.4% | -1.0% | -5.0% |
| 7D | -4.2% | -16.3% | +12.1% | -2.7% |
| 30D | +5.5% | -14.3% | +19.8% | +6.4% |
| 3M | -4.1% | +7.2% | -11.2% | -5.7% |
| 6M | -20.7% | -18.6% | -2.1% | -21.0% |
| YTD | -16.5% | -35.5% | +18.9% | -16.9% |
| 1Y | -37.8% | -55.8% | +18.0% | -37.1% |
| All | -32.5% | -71.6% | +39.1% | -30.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling