+28.7%
NFLX vs FRSH
-72.4%
+101.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.6% |
| 7D | -8.1% | -9.6% | +1.5% | -5.5% |
| 30D | -0.3% | -0.4% | +0.1% | -0.4% |
| 3M | -6.6% | +27.2% | -33.8% | -13.0% |
| 6M | -22.7% | +42.2% | -64.9% | -30.8% |
| YTD | -18.9% | -2.6% | -16.3% | -20.2% |
| 1Y | -39.8% | -10.2% | -29.6% | -39.6% |
| 3Y | +71.7% | -45.5% | +117.2% | +89.4% |
| All | +28.7% | -72.4% | +101.1% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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