+409.0%
NFLX vs FIX
+3,608.1%
-3,199.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.4% | -8.7% | -4.0% |
| 7D | +2.1% | -17.5% | +19.6% | +4.3% |
| 30D | -9.0% | -41.6% | +32.5% | -2.7% |
| 3M | -14.0% | -40.6% | +26.6% | -8.7% |
| 6M | -28.2% | -49.4% | +21.2% | -22.7% |
| YTD | -32.4% | +9.2% | -41.5% | -37.7% |
| 1Y | -42.2% | +6.5% | -48.7% | -46.7% |
| 3Y | +45.9% | +448.7% | -402.9% | -8.4% |
| 5Y | -1.8% | +948.7% | -950.5% | -47.0% |
| All | +409.0% | +3,608.1% | -3,199.1% | +135.3% |
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