+65,302.9%
NFLX vs FLEX
+879.9%
+64,423.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.5% | -6.8% | -5.8% |
| 7D | -4.2% | -0.9% | -3.4% | -4.0% |
| 30D | +5.5% | -10.1% | +15.6% | +8.1% |
| 3M | -4.1% | -31.3% | +27.3% | +3.7% |
| 6M | -20.7% | +71.3% | -92.0% | -37.8% |
| YTD | -16.5% | +81.2% | -97.8% | -36.2% |
| 1Y | -37.8% | +98.5% | -136.3% | -54.4% |
| 3Y | +77.9% | +428.2% | -350.4% | -8.7% |
| 5Y | +32.5% | +657.3% | -624.8% | -40.0% |
| 10Y | +703.6% | +995.9% | -292.4% | +185.8% |
| All | +65,302.9% | +879.9% | +64,423.0% | +13,815.4% |
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