+47.0%
NFLX vs FLUT
-46.0%
+92.9%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.8% |
| 7D | +2.6% | -6.5% | +9.1% | +3.5% |
| 30D | -9.0% | +2.8% | -11.8% | -9.5% |
| 3M | -13.7% | -13.5% | -0.3% | -12.2% |
| 6M | -26.9% | -19.0% | -7.9% | -25.2% |
| YTD | -31.8% | -61.9% | +30.1% | -21.8% |
| 1Y | -42.1% | -63.2% | +21.2% | -33.4% |
| 3Y | +47.0% | -46.0% | +93.0% | +66.0% |
| All | +47.0% | -46.0% | +92.9% | +66.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling