+448.2%
NFLX vs FLR
+7.4%
+440.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.7% |
| 7D | -2.0% | +5.4% | -7.4% | -2.6% |
| 30D | -11.9% | +2.8% | -14.8% | -12.3% |
| 3M | -20.6% | -6.4% | -14.2% | -20.2% |
| 6M | -29.0% | +8.8% | -37.8% | -30.4% |
| YTD | -33.7% | +23.6% | -57.3% | -36.4% |
| 1Y | -46.2% | +13.8% | -60.0% | -47.8% |
| 3Y | +39.8% | +36.5% | +3.3% | +30.0% |
| 5Y | -9.0% | +119.3% | -128.3% | -19.7% |
| All | +448.2% | +7.4% | +440.8% | +462.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 10y: compounded portfolio wealth divided by compounded FLR 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…
10y analysis · Full analysis span regression · 6 months rolling