-37.8%
NFLX vs FIVE
+66.7%
-104.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +5.1% | -10.4% | -5.1% |
| 7D | -4.2% | +4.3% | -8.5% | -4.0% |
| 30D | +5.5% | +12.5% | -7.1% | +6.1% |
| 3M | -4.1% | +31.2% | -35.3% | -2.7% |
| 6M | -20.7% | +14.4% | -35.1% | -19.7% |
| YTD | -16.5% | +33.9% | -50.4% | -15.0% |
| 1Y | -37.8% | +65.1% | -102.8% | -36.2% |
| All | -37.8% | +66.7% | -104.5% | -36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling