+74.4%
NFLX vs FIX
+782.4%
-708.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.9% | -7.3% | -5.5% |
| 7D | -4.2% | +6.0% | -10.3% | -4.7% |
| 30D | +5.5% | -7.2% | +12.7% | +5.9% |
| 3M | -4.1% | -15.9% | +11.8% | -3.3% |
| 6M | -20.7% | +12.7% | -33.4% | -23.7% |
| YTD | -16.5% | +72.8% | -89.3% | -25.1% |
| 1Y | -37.8% | +122.9% | -160.7% | -47.2% |
| All | +74.4% | +782.4% | -708.0% | +22.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling