-47.9%
NFLX vs FIGR
-28.7%
-19.2%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +6.1% | -9.0% | -2.8% |
| 7D | -4.4% | +22.8% | -27.2% | -4.2% |
| 30D | -11.0% | -5.8% | -5.2% | -11.1% |
| 3M | -15.5% | -16.3% | +0.8% | -15.6% |
| 6M | -28.5% | -35.0% | +6.5% | -28.9% |
| YTD | -33.1% | -37.1% | +4.0% | -32.8% |
| 1Y | -45.8% | -31.2% | -14.6% | -45.7% |
| All | -47.9% | -28.7% | -19.2% | -47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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