+452.9%
NFLX vs FIVE
+505.3%
-52.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.4% | -1.4% | -2.6% |
| 7D | -4.4% | +2.4% | -6.8% | -4.9% |
| 30D | -11.0% | +15.8% | -26.9% | -13.7% |
| 3M | -15.5% | +3.8% | -19.3% | -16.5% |
| 6M | -28.5% | +18.5% | -47.0% | -31.6% |
| YTD | -33.1% | +31.2% | -64.4% | -38.0% |
| 1Y | -45.8% | +61.8% | -107.7% | -52.1% |
| 3Y | +40.2% | +39.9% | +0.3% | +21.0% |
| 5Y | -8.2% | +18.3% | -26.5% | -20.1% |
| All | +452.9% | +505.3% | -52.4% | +253.2% |
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 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