+448.1%
NFLX vs FIS
-55.6%
+503.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.0% |
| 7D | -0.3% | -27.4% | +27.1% | +9.7% |
| 30D | -10.0% | -16.8% | +6.8% | -6.3% |
| 3M | -17.1% | -32.6% | +15.6% | -6.4% |
| 6M | -27.7% | -33.4% | +5.7% | -18.3% |
| YTD | -32.5% | -56.0% | +23.5% | -11.2% |
| 1Y | -43.5% | -55.1% | +11.6% | -26.3% |
| 3Y | +41.4% | -41.4% | +82.9% | +60.4% |
| 5Y | -2.2% | -72.7% | +70.4% | +50.9% |
| 10Y | +448.1% | -55.5% | +503.5% | +463.0% |
| All | +448.1% | -55.6% | +503.6% | +463.0% |
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