+166,897.5%
NFLX vs FLUT
+2,054.3%
+164,843.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.2% | -3.2% | -5.3% |
| 7D | -4.2% | -1.6% | -2.6% | -4.2% |
| 30D | +5.5% | +7.7% | -2.3% | +5.2% |
| 3M | -4.1% | -0.7% | -3.3% | -4.1% |
| 6M | -20.7% | -11.2% | -9.5% | -20.5% |
| YTD | -16.5% | -53.4% | +36.9% | -14.8% |
| 1Y | -37.8% | -65.8% | +28.0% | -35.9% |
| 3Y | +77.9% | -44.9% | +122.8% | +80.6% |
| 5Y | +32.5% | -49.7% | +82.2% | +32.6% |
| 10Y | +703.6% | -9.7% | +713.3% | +718.2% |
| All | +166,897.5% | +2,054.3% | +164,843.2% | +196,455.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling