-44.3%
NFLX vs FIX
+15.7%
-60.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.2% |
| 7D | -0.3% | -13.9% | +13.7% | -2.1% |
| 30D | -10.0% | -35.5% | +25.5% | -15.0% |
| 3M | -17.1% | -33.9% | +16.9% | -21.1% |
| 6M | -27.7% | -43.3% | +15.6% | -32.0% |
| YTD | -32.5% | +18.7% | -51.2% | -35.6% |
| All | -44.3% | +15.7% | -60.0% | -47.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling