+670.3%
NFLX vs FIVE
+475.1%
+195.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -2.0% |
| 7D | -5.0% | +3.7% | -8.7% | -5.8% |
| 30D | +3.5% | +4.0% | -0.4% | +2.5% |
| 3M | -7.1% | +36.2% | -43.3% | -13.2% |
| 6M | -22.5% | +18.0% | -40.5% | -26.1% |
| YTD | -18.1% | +34.9% | -53.0% | -24.3% |
| 1Y | -38.3% | +67.9% | -106.2% | -46.0% |
| 3Y | +73.4% | +57.3% | +16.1% | +45.1% |
| 5Y | +26.7% | +39.5% | -12.9% | +6.6% |
| 10Y | +670.3% | +496.4% | +173.9% | +393.7% |
| All | +670.3% | +475.1% | +195.2% | +393.7% |
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