+65,302.9%
NFLX vs FITB
+71.9%
+65,231.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.2% | -5.2% | -5.3% |
| 7D | -4.2% | +0.6% | -4.9% | -4.3% |
| 30D | +5.5% | -4.7% | +10.2% | +6.2% |
| 3M | -4.1% | +6.7% | -10.7% | -5.1% |
| 6M | -20.7% | +12.6% | -33.2% | -22.4% |
| YTD | -16.5% | +19.1% | -35.7% | -19.2% |
| 1Y | -37.8% | +22.6% | -60.4% | -40.2% |
| 3Y | +77.9% | +127.1% | -49.2% | +53.1% |
| 5Y | +32.5% | +71.8% | -39.3% | +18.6% |
| 10Y | +703.6% | +287.2% | +416.4% | +502.5% |
| All | +65,302.9% | +71.9% | +65,231.0% | +61,824.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling