-39.3%
NFLX vs FLUT
-63.1%
+23.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.3% | +7.0% | +4.9% |
| 7D | +7.1% | +4.2% | +2.9% | +6.7% |
| 30D | -1.6% | +8.0% | -9.6% | -2.3% |
| 3M | -9.8% | -22.1% | +12.3% | -8.8% |
| 6M | -27.1% | -21.7% | -5.4% | -26.7% |
| YTD | -29.2% | -62.0% | +32.8% | -30.4% |
| 1Y | -39.3% | -63.2% | +23.9% | -40.2% |
| All | -39.3% | -63.1% | +23.9% | -40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 1y: compounded portfolio wealth divided by compounded FLUT 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…
1y analysis · Full analysis span regression · 6 months rolling