-38.3%
NFLX vs FIVE
+65.4%
-103.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -1.9% |
| 7D | -5.0% | +3.7% | -8.7% | -4.8% |
| 30D | +3.5% | +4.0% | -0.4% | +3.8% |
| 3M | -7.1% | +36.2% | -43.3% | -5.6% |
| 6M | -22.5% | +18.0% | -40.5% | -21.4% |
| YTD | -18.1% | +34.9% | -53.0% | -16.6% |
| 1Y | -38.3% | +67.9% | -106.2% | -36.7% |
| All | -38.3% | +65.4% | -103.7% | -36.7% |
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 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