-37.8%
NFLX vs FTI
+108.8%
-146.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.3% | -5.0% | -5.4% |
| 7D | -4.2% | +5.3% | -9.5% | -3.9% |
| 30D | +5.5% | +15.3% | -9.9% | +6.3% |
| 3M | -4.1% | +15.8% | -19.8% | -3.1% |
| 6M | -20.7% | +22.6% | -43.3% | -19.2% |
| YTD | -16.5% | +79.5% | -96.1% | -11.8% |
| 1Y | -37.8% | +102.0% | -139.8% | -32.5% |
| All | -37.8% | +108.8% | -146.5% | -32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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