+29.0%
NFLX vs FLUT
-50.4%
+79.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.2% | -3.2% | -4.9% |
| 7D | -4.2% | -1.6% | -2.6% | -3.9% |
| 30D | +5.5% | +7.7% | -2.3% | +3.8% |
| 3M | -4.1% | -0.7% | -3.3% | -4.4% |
| 6M | -20.7% | -11.2% | -9.5% | -19.7% |
| YTD | -16.5% | -53.4% | +36.9% | -4.0% |
| 1Y | -37.8% | -65.8% | +28.0% | -23.9% |
| 3Y | +77.9% | -44.9% | +122.8% | +90.3% |
| All | +29.0% | -50.4% | +79.3% | +25.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling