+448.2%
NFLX vs FTV
+109.2%
+338.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -2.0% | +3.9% | -5.9% | -3.4% |
| 30D | -11.9% | +18.7% | -30.6% | -17.5% |
| 3M | -20.6% | +10.0% | -30.6% | -23.6% |
| 6M | -29.0% | +14.6% | -43.6% | -33.1% |
| YTD | -33.7% | +23.4% | -57.1% | -40.0% |
| 1Y | -46.2% | +31.3% | -77.4% | -52.6% |
| 3Y | +39.8% | +39.8% | 0.0% | +17.5% |
| 5Y | -9.0% | +17.7% | -26.6% | -19.7% |
| All | +448.2% | +109.2% | +338.9% | +272.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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