+689.2%
NFLX vs FIX
+5,885.7%
-5,196.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.9% | -7.3% | -5.6% |
| 7D | -4.2% | +6.0% | -10.3% | -5.1% |
| 30D | +5.5% | -7.2% | +12.7% | +6.3% |
| 3M | -4.1% | -15.9% | +11.8% | -2.7% |
| 6M | -20.7% | +12.7% | -33.4% | -24.4% |
| YTD | -16.5% | +72.8% | -89.3% | -27.0% |
| 1Y | -37.8% | +122.9% | -160.7% | -48.9% |
| 3Y | +77.9% | +774.3% | -696.4% | +5.7% |
| 5Y | +32.5% | +2,049.5% | -2,017.0% | -34.6% |
| All | +689.2% | +5,885.7% | -5,196.5% | +225.7% |
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