+452.9%
NFLX vs USFR
+28.5%
+424.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | -4.4% | +0.1% | -4.4% | -4.4% |
| 30D | -11.0% | +0.4% | -11.4% | -11.0% |
| 3M | -15.5% | +1.0% | -16.6% | -15.5% |
| 6M | -28.5% | +2.0% | -30.5% | -28.5% |
| YTD | -33.1% | +3.4% | -36.6% | -33.2% |
| 1Y | -45.8% | +4.1% | -49.9% | -45.9% |
| 3Y | +40.2% | +14.4% | +25.8% | +40.5% |
| 5Y | -8.2% | +21.4% | -29.6% | -7.9% |
| All | +452.9% | +28.5% | +424.4% | +452.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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