-43.2%
NFLX vs FIX
+21.5%
-64.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.0% | -3.0% | +2.7% |
| 7D | -2.8% | +6.4% | -9.2% | -1.8% |
| 30D | -8.6% | -29.1% | +20.5% | -12.5% |
| 3M | -13.7% | -31.1% | +17.4% | -17.4% |
| 6M | -24.5% | -42.8% | +18.3% | -28.6% |
| YTD | -31.2% | +24.6% | -55.8% | -33.8% |
| 1Y | -43.2% | +21.9% | -65.2% | -45.7% |
| All | -43.2% | +21.5% | -64.7% | -45.7% |
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 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