+26.7%
NFLX vs FITB
+71.1%
-44.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.7% |
| 7D | -5.0% | +2.8% | -7.8% | -5.7% |
| 30D | +3.5% | -4.5% | +8.1% | +4.8% |
| 3M | -7.1% | +5.7% | -12.8% | -8.7% |
| 6M | -22.5% | +17.1% | -39.6% | -26.2% |
| YTD | -18.1% | +18.3% | -36.5% | -22.7% |
| 1Y | -38.3% | +23.9% | -62.2% | -42.8% |
| 3Y | +73.4% | +131.1% | -57.7% | +23.6% |
| 5Y | +26.7% | +71.1% | -44.4% | +6.6% |
| All | +26.7% | +71.1% | -44.5% | +6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling