+26.7%
NFLX vs FTV
+4.3%
+22.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.6% |
| 7D | -5.0% | -0.4% | -4.6% | -4.8% |
| 30D | +3.5% | -8.3% | +11.9% | +7.5% |
| 3M | -7.1% | -7.4% | +0.3% | -4.6% |
| 6M | -22.5% | -1.2% | -21.3% | -23.2% |
| YTD | -18.1% | +2.7% | -20.8% | -21.1% |
| 1Y | -38.3% | +18.4% | -56.8% | -45.5% |
| 3Y | +73.4% | -2.0% | +75.4% | +66.9% |
| 5Y | +26.7% | +3.4% | +23.3% | +4.2% |
| All | +26.7% | +4.3% | +22.4% | +4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling