-20.9%
NFLX vs FPS
-13.1%
-7.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +16.0% | -15.2% | +2.4% |
| 7D | +2.6% | -8.0% | +10.6% | +2.1% |
| 30D | -9.0% | -43.5% | +34.5% | -13.2% |
| 3M | -13.7% | -41.6% | +27.9% | -16.8% |
| 6M | -26.9% | -44.0% | +17.1% | -29.4% |
| All | -20.9% | -13.1% | -7.8% | -22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 FPS 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