-8.5%
NFLX vs FIVE
+16.7%
-25.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | -2.0% | +2.7% | -4.6% | -2.5% |
| 30D | -11.9% | +12.7% | -24.6% | -14.1% |
| 3M | -20.6% | +2.1% | -22.6% | -21.2% |
| 6M | -29.0% | +17.5% | -46.5% | -32.1% |
| YTD | -33.7% | +31.0% | -64.7% | -38.7% |
| 1Y | -46.2% | +67.7% | -113.9% | -53.1% |
| 3Y | +39.8% | +43.4% | -3.6% | +23.7% |
| All | -8.5% | +16.7% | -25.2% | -19.2% |
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 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