+53,843.8%
NFLX vs FLEX
+606.6%
+53,237.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.8% | -1.8% | +1.0% |
| 7D | -2.8% | +2.2% | -5.0% | -3.9% |
| 30D | -8.6% | -32.6% | +24.0% | -0.2% |
| 3M | -13.7% | -35.5% | +21.8% | -5.6% |
| 6M | -24.5% | -45.6% | +21.1% | -15.9% |
| YTD | -31.2% | +30.7% | -61.9% | -43.9% |
| 1Y | -43.2% | +28.4% | -71.6% | -53.8% |
| 3Y | +44.3% | +301.7% | -257.4% | -21.9% |
| 5Y | -1.9% | +473.3% | -475.1% | -53.1% |
| 10Y | +462.3% | +651.7% | -189.5% | +116.7% |
| All | +53,843.8% | +606.6% | +53,237.2% | +12,132.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling