+667.4%
NFLX vs FIS
-39.9%
+707.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.5% |
| 7D | -8.1% | -8.9% | +0.8% | -4.8% |
| 30D | +1.6% | -9.9% | +11.5% | +5.7% |
| 3M | -7.3% | 0.0% | -7.3% | -7.6% |
| 6M | -21.6% | -22.9% | +1.3% | -14.2% |
| YTD | -18.9% | -40.9% | +21.9% | -1.9% |
| 1Y | -39.1% | -40.4% | +1.4% | -26.8% |
| 3Y | +71.7% | -25.4% | +97.0% | +82.6% |
| 5Y | +27.0% | -64.8% | +91.8% | +82.5% |
| All | +667.4% | -39.9% | +707.3% | +670.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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