-39.3%
NFLX vs FITB
+36.9%
-76.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.5% | +3.2% | +4.8% |
| 7D | +7.1% | +2.3% | +4.8% | +7.2% |
| 30D | -1.6% | +7.7% | -9.4% | -1.2% |
| 3M | -9.8% | -4.5% | -5.3% | -10.3% |
| 6M | -27.1% | +12.5% | -39.5% | -25.8% |
| YTD | -29.2% | +19.8% | -49.0% | -25.9% |
| 1Y | -39.3% | +34.1% | -73.4% | -33.3% |
| All | -39.3% | +36.9% | -76.1% | -33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 1y: compounded portfolio wealth divided by compounded FITB 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…
1y analysis · Full analysis span regression · 6 months rolling