-42.2%
NFLX vs FIX
+3.4%
-45.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.4% | -8.7% | -2.5% |
| 7D | +2.1% | -17.5% | +19.6% | -0.3% |
| 30D | -9.0% | -41.6% | +32.5% | -15.2% |
| 3M | -14.0% | -40.6% | +26.6% | -19.3% |
| 6M | -28.2% | -49.4% | +21.2% | -33.3% |
| YTD | -32.4% | +9.2% | -41.5% | -36.0% |
| 1Y | -42.2% | +6.5% | -48.7% | -45.6% |
| All | -42.2% | +3.4% | -45.6% | -45.6% |
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 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