+47.0%
NFLX vs FITB
+136.2%
-89.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.5% | -1.6% | +0.6% |
| 7D | +2.6% | -1.1% | +3.7% | +2.7% |
| 30D | -9.0% | +7.3% | -16.4% | -9.6% |
| 3M | -13.7% | -4.0% | -9.8% | -13.5% |
| 6M | -26.9% | +11.9% | -38.8% | -27.6% |
| YTD | -31.8% | +19.0% | -50.8% | -33.1% |
| 1Y | -42.1% | +31.0% | -73.1% | -43.9% |
| 3Y | +47.0% | +143.8% | -96.8% | +40.3% |
| All | +47.0% | +136.2% | -89.2% | +40.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling