+423.4%
NFLX vs FIVE
+596.6%
-173.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.6% | -4.7% | -0.3% |
| 7D | +2.6% | +6.2% | -3.6% | +1.3% |
| 30D | -9.0% | +18.2% | -27.2% | -12.1% |
| 3M | -13.7% | +3.8% | -17.6% | -14.7% |
| 6M | -26.9% | +13.7% | -40.6% | -29.5% |
| YTD | -31.8% | +34.7% | -66.5% | -37.0% |
| 1Y | -42.1% | +66.6% | -108.7% | -49.0% |
| 3Y | +47.0% | +44.3% | +2.7% | +26.1% |
| 5Y | -2.5% | +18.8% | -21.3% | -15.2% |
| 10Y | +423.4% | +569.2% | -145.8% | +237.8% |
| All | +423.4% | +596.6% | -173.2% | +237.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling