+448.2%
NFLX vs FIX
+3,564.5%
-3,116.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.7% |
| 7D | -2.0% | +9.4% | -11.4% | -3.2% |
| 30D | -11.9% | -27.8% | +15.8% | -8.5% |
| 3M | -20.6% | -35.6% | +15.0% | -16.5% |
| 6M | -29.0% | -45.2% | +16.2% | -24.3% |
| YTD | -33.7% | +19.5% | -53.2% | -39.7% |
| 1Y | -46.2% | +24.2% | -70.4% | -51.6% |
| 3Y | +39.8% | +494.2% | -454.4% | -13.8% |
| 5Y | -9.0% | +1,036.1% | -1,045.1% | -51.9% |
| All | +448.2% | +3,564.5% | -3,116.4% | +131.6% |
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