+53,350.7%
NFLX vs FITB
+71.7%
+53,279.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.5% | -1.6% | +0.5% |
| 7D | +2.6% | -1.1% | +3.7% | +2.8% |
| 30D | -9.0% | +7.3% | -16.4% | -10.1% |
| 3M | -13.7% | -4.0% | -9.8% | -13.3% |
| 6M | -26.9% | +11.9% | -38.8% | -28.4% |
| YTD | -31.8% | +19.0% | -50.8% | -34.0% |
| 1Y | -42.1% | +31.0% | -73.1% | -44.9% |
| 3Y | +47.0% | +143.8% | -96.8% | +25.2% |
| 5Y | -2.5% | +48.9% | -51.4% | -10.8% |
| 10Y | +423.4% | +236.6% | +186.8% | +300.7% |
| All | +53,350.7% | +71.7% | +53,279.0% | +50,493.1% |
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