-8.2%
NFLX vs FLR
+121.2%
-129.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.2% | -0.7% | -2.5% |
| 7D | -4.4% | +10.1% | -14.5% | -6.1% |
| 30D | -11.0% | -0.5% | -10.6% | -11.2% |
| 3M | -15.5% | -4.8% | -10.7% | -15.2% |
| 6M | -28.5% | +10.7% | -39.2% | -31.3% |
| YTD | -33.1% | +25.0% | -58.1% | -38.4% |
| 1Y | -45.8% | +8.3% | -54.1% | -48.5% |
| 3Y | +40.2% | +36.8% | +3.3% | +16.2% |
| 5Y | -8.2% | +121.8% | -129.9% | -35.7% |
| All | -8.2% | +121.2% | -129.3% | -35.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling