+681.4%
NFLX vs FISV
+3.1%
+678.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.4% | -3.6% | +0.1% |
| 7D | -1.1% | -2.7% | +1.6% | -0.3% |
| 30D | +4.3% | 0.0% | +4.3% | +4.2% |
| 3M | -4.8% | -2.8% | -2.0% | -4.5% |
| 6M | -18.4% | -11.8% | -6.6% | -16.0% |
| YTD | -17.4% | -23.2% | +5.8% | -11.3% |
| 1Y | -35.7% | -62.0% | +26.3% | -17.0% |
| 3Y | +73.8% | -57.6% | +131.4% | +97.4% |
| 5Y | +29.3% | -53.4% | +82.7% | +38.3% |
| All | +681.4% | +3.1% | +678.3% | +441.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 FISV 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