+423.4%
NFLX vs FIX
+4,032.2%
-3,608.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +9.4% | -8.6% | -0.4% |
| 7D | +2.6% | -7.2% | +9.8% | +3.1% |
| 30D | -9.0% | -35.1% | +26.1% | -4.1% |
| 3M | -13.7% | -34.3% | +20.5% | -9.7% |
| 6M | -26.9% | -42.9% | +16.0% | -22.7% |
| YTD | -31.8% | +19.5% | -51.2% | -37.9% |
| 1Y | -42.1% | +16.8% | -58.8% | -47.3% |
| 3Y | +47.0% | +506.7% | -459.7% | -9.3% |
| 5Y | -2.5% | +1,046.7% | -1,049.2% | -48.2% |
| 10Y | +423.4% | +3,800.0% | -3,376.6% | +132.9% |
| All | +423.4% | +4,032.2% | -3,608.8% | +132.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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