+687.9%
NFLX vs FLEX
+1,045.8%
-357.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.5% | -0.7% |
| 7D | -8.1% | +6.4% | -14.5% | -9.3% |
| 30D | -0.3% | -5.9% | +5.5% | +0.5% |
| 3M | -6.6% | -23.5% | +16.8% | -3.2% |
| 6M | -22.7% | +83.7% | -106.4% | -38.4% |
| YTD | -18.9% | +86.5% | -105.4% | -36.3% |
| 1Y | -39.8% | +100.5% | -140.3% | -54.3% |
| 3Y | +71.7% | +469.8% | -398.1% | -8.8% |
| 5Y | +27.2% | +725.7% | -698.4% | -40.4% |
| 10Y | +687.9% | +1,086.7% | -398.8% | +209.7% |
| All | +687.9% | +1,045.8% | -357.9% | +209.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling