+448.1%
NFLX vs FIX
+3,723.8%
-3,275.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.0% |
| 7D | -0.3% | -13.9% | +13.7% | +1.4% |
| 30D | -10.0% | -35.5% | +25.5% | -5.0% |
| 3M | -17.1% | -33.9% | +16.9% | -13.3% |
| 6M | -27.7% | -43.3% | +15.6% | -23.4% |
| YTD | -32.5% | +18.7% | -51.2% | -38.6% |
| 1Y | -43.5% | +13.8% | -57.3% | -48.4% |
| 3Y | +41.4% | +495.0% | -453.5% | -12.7% |
| 5Y | -2.2% | +1,049.0% | -1,051.3% | -48.4% |
| 10Y | +448.1% | +3,644.4% | -3,196.3% | +132.5% |
| All | +448.1% | +3,723.8% | -3,275.7% | +132.5% |
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