+699.2%
NFLX vs FTV
+90.8%
+608.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.0% | -4.4% | -5.0% |
| 7D | -4.2% | -4.5% | +0.2% | -2.6% |
| 30D | +5.5% | -7.1% | +12.5% | +8.3% |
| 3M | -4.1% | -7.2% | +3.1% | -1.9% |
| 6M | -20.7% | -1.5% | -19.2% | -21.1% |
| YTD | -16.5% | +3.5% | -20.0% | -19.0% |
| 1Y | -37.8% | +20.3% | -58.1% | -43.5% |
| 3Y | +77.9% | -3.1% | +81.0% | +73.7% |
| 5Y | +32.5% | +2.3% | +30.2% | +23.7% |
| 10Y | +703.6% | +76.3% | +627.2% | +548.0% |
| All | +699.2% | +90.8% | +608.4% | +538.6% |
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