-44.3%
NFLX vs FIVE
+68.8%
-113.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -0.3% | +7.3% | -7.6% | -0.1% |
| 30D | -10.0% | +18.1% | -28.1% | -9.4% |
| 3M | -17.1% | +7.7% | -24.8% | -16.7% |
| 6M | -27.7% | +13.6% | -41.3% | -27.1% |
| YTD | -32.5% | +34.6% | -67.1% | -29.8% |
| All | -44.3% | +68.8% | -113.1% | -37.4% |
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