+462.3%
NFLX vs FITB
+226.2%
+236.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +2.0% |
| 7D | -2.8% | -0.6% | -2.2% | -2.7% |
| 30D | -8.6% | +7.0% | -15.6% | -9.8% |
| 3M | -13.7% | -4.8% | -8.9% | -13.0% |
| 6M | -24.5% | +13.5% | -38.0% | -26.5% |
| YTD | -31.2% | +19.1% | -50.2% | -33.9% |
| 1Y | -43.2% | +30.8% | -74.0% | -46.5% |
| 3Y | +44.3% | +141.6% | -97.3% | +18.2% |
| 5Y | -1.9% | +48.3% | -50.1% | -12.6% |
| 10Y | +462.3% | +215.9% | +246.4% | +366.3% |
| All | +462.3% | +226.2% | +236.1% | +366.3% |
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 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