+448.2%
NFLX vs FTI
+189.4%
+258.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -2.9% | -1.1% |
| 7D | -2.0% | +4.3% | -6.3% | -2.4% |
| 30D | -11.9% | -4.7% | -7.3% | -11.6% |
| 3M | -20.6% | -13.5% | -7.0% | -19.5% |
| 6M | -29.0% | -8.7% | -20.3% | -28.7% |
| YTD | -33.7% | +49.0% | -82.7% | -37.2% |
| 1Y | -46.2% | +54.0% | -100.2% | -49.2% |
| 3Y | +39.8% | +211.6% | -171.8% | +20.0% |
| 5Y | -9.0% | +881.9% | -890.8% | -31.5% |
| All | +448.2% | +189.4% | +258.8% | +392.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling