-2.7%
NFLX vs FIX
+933.9%
-936.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.4% | -8.7% | -4.0% |
| 7D | +2.1% | -17.5% | +19.6% | +4.2% |
| 30D | -9.0% | -41.6% | +32.5% | -2.8% |
| 3M | -14.0% | -40.6% | +26.6% | -8.8% |
| 6M | -28.2% | -49.4% | +21.2% | -22.7% |
| YTD | -32.4% | +9.2% | -41.5% | -39.5% |
| 1Y | -42.2% | +6.5% | -48.7% | -48.3% |
| 3Y | +45.9% | +448.7% | -402.9% | -27.5% |
| All | -2.7% | +933.9% | -936.6% | -67.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling