-33.9%
NFLX vs FRMI
-78.1%
+44.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.0% | -0.2% | +1.8% |
| 7D | -1.1% | +7.4% | -8.5% | -1.1% |
| 30D | +4.3% | -27.6% | +31.9% | +4.5% |
| 3M | -4.8% | -20.9% | +16.1% | -4.8% |
| 6M | -18.4% | -36.6% | +18.2% | -18.8% |
| YTD | -17.4% | -31.3% | +13.8% | -18.1% |
| All | -33.9% | -78.1% | +44.2% | -33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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