+73.4%
NFLX vs FLEX
+475.0%
-401.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.4% | -6.3% | -2.1% |
| 7D | -5.0% | +7.0% | -12.0% | -5.3% |
| 30D | +3.5% | -5.8% | +9.3% | +3.7% |
| 3M | -7.1% | -24.2% | +17.1% | -6.2% |
| 6M | -22.5% | +90.8% | -113.3% | -31.5% |
| YTD | -18.1% | +89.2% | -107.3% | -27.9% |
| 1Y | -38.3% | +104.7% | -143.0% | -47.2% |
| 3Y | +73.4% | +478.1% | -404.7% | +31.9% |
| All | +73.4% | +475.0% | -401.6% | +31.9% |
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