-37.8%
NFLX vs FLEX
+102.8%
-140.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.5% | -6.8% | -5.2% |
| 7D | -4.2% | -0.9% | -3.4% | -4.3% |
| 30D | +5.5% | -10.1% | +15.6% | +4.7% |
| 3M | -4.1% | -31.3% | +27.3% | -6.1% |
| 6M | -20.7% | +71.3% | -92.0% | -20.8% |
| YTD | -16.5% | +81.2% | -97.8% | -16.2% |
| 1Y | -37.8% | +98.5% | -136.3% | -38.4% |
| All | -37.8% | +102.8% | -140.6% | -38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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