+670.3%
NFLX vs FLUT
-9.2%
+679.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -2.0% |
| 7D | -5.0% | +3.8% | -8.8% | -5.4% |
| 30D | +3.5% | +6.3% | -2.7% | +2.8% |
| 3M | -7.1% | -4.0% | -3.1% | -6.9% |
| 6M | -22.5% | -10.3% | -12.2% | -22.0% |
| YTD | -18.1% | -53.2% | +35.1% | -11.8% |
| 1Y | -38.3% | -65.0% | +26.7% | -31.5% |
| 3Y | +73.4% | -43.9% | +117.3% | +81.1% |
| 5Y | +26.7% | -49.2% | +75.9% | +25.9% |
| 10Y | +670.3% | -9.2% | +679.5% | +702.4% |
| All | +670.3% | -9.2% | +679.5% | +702.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling