+42.3%
NFLX vs FTV
+38.8%
+3.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.3% |
| 7D | -0.3% | +1.4% | -1.6% | -0.5% |
| 30D | -10.0% | +18.3% | -28.3% | -12.8% |
| 3M | -17.1% | +9.8% | -26.9% | -18.5% |
| 6M | -27.7% | +12.3% | -40.0% | -29.5% |
| YTD | -32.5% | +23.1% | -55.6% | -35.9% |
| 1Y | -43.5% | +32.5% | -76.1% | -47.7% |
| All | +42.3% | +38.8% | +3.5% | +37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling