+687.9%
NFLX vs FITB
+282.4%
+405.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.9% |
| 7D | -8.1% | -0.4% | -7.7% | -8.0% |
| 30D | -0.3% | -5.1% | +4.8% | +0.6% |
| 3M | -6.6% | +3.5% | -10.1% | -7.3% |
| 6M | -22.7% | +17.2% | -39.9% | -25.2% |
| YTD | -18.9% | +17.6% | -36.6% | -21.9% |
| 1Y | -39.8% | +23.4% | -63.2% | -42.7% |
| 3Y | +71.7% | +129.7% | -58.0% | +41.8% |
| 5Y | +27.2% | +68.4% | -41.2% | +11.4% |
| 10Y | +687.9% | +285.6% | +402.2% | +430.4% |
| All | +687.9% | +282.4% | +405.5% | +430.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling