-39.8%
NFLX vs FLEX
+101.8%
-141.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.5% | -1.1% |
| 7D | -8.1% | +6.4% | -14.5% | -7.6% |
| 30D | -0.3% | -5.9% | +5.5% | -0.7% |
| 3M | -6.6% | -23.5% | +16.8% | -8.1% |
| 6M | -22.7% | +83.7% | -106.4% | -22.5% |
| YTD | -18.9% | +86.5% | -105.4% | -18.4% |
| 1Y | -39.8% | +100.5% | -140.3% | -40.5% |
| All | -39.8% | +101.8% | -141.6% | -40.5% |
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