+47.0%
NFLX vs FLEX
+300.7%
-253.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +12.0% | -11.2% | +0.4% |
| 7D | +2.6% | -7.2% | +9.7% | +2.7% |
| 30D | -9.0% | -34.8% | +25.7% | -7.5% |
| 3M | -13.7% | -35.6% | +21.8% | -12.4% |
| 6M | -26.9% | -45.0% | +18.1% | -25.7% |
| YTD | -31.8% | +29.4% | -61.2% | -40.1% |
| 1Y | -42.1% | +24.8% | -66.8% | -49.1% |
| 3Y | +47.0% | +304.4% | -257.5% | +1.6% |
| All | +47.0% | +300.7% | -253.7% | +1.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling