+540.3%
NFLX vs FTV
+127.3%
+413.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.8% | -2.8% |
| 7D | -4.4% | +3.7% | -8.1% | -5.7% |
| 30D | -11.0% | +16.8% | -27.9% | -16.1% |
| 3M | -15.5% | +10.4% | -25.9% | -18.8% |
| 6M | -28.5% | +12.8% | -41.3% | -32.2% |
| YTD | -33.1% | +23.3% | -56.4% | -39.3% |
| 1Y | -45.8% | +31.0% | -76.8% | -52.1% |
| 3Y | +40.2% | +38.6% | +1.6% | +18.7% |
| 5Y | -8.2% | +17.6% | -25.7% | -18.8% |
| 10Y | +446.2% | +110.0% | +336.2% | +312.0% |
| All | +540.3% | +127.3% | +413.0% | +378.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling