+29.0%
NFLX vs FIVE
+31.2%
-2.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +5.1% | -10.4% | -6.4% |
| 7D | -4.2% | +4.3% | -8.5% | -5.1% |
| 30D | +5.5% | +12.5% | -7.1% | +2.7% |
| 3M | -4.1% | +31.2% | -35.3% | -9.8% |
| 6M | -20.7% | +14.4% | -35.1% | -24.0% |
| YTD | -16.5% | +33.9% | -50.4% | -23.0% |
| 1Y | -37.8% | +65.1% | -102.8% | -45.7% |
| 3Y | +77.9% | +49.0% | +28.9% | +55.1% |
| All | +29.0% | +31.2% | -2.3% | +10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling