+28.5%
NFLX vs USFR
+20.4%
+8.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -5.0% | +0.1% | -5.1% | -5.0% |
| 30D | +3.5% | +0.3% | +3.2% | +3.7% |
| 3M | -7.1% | +1.0% | -8.1% | -6.8% |
| 6M | -22.5% | +1.9% | -24.4% | -21.8% |
| YTD | -18.1% | +2.7% | -20.8% | -16.9% |
| 1Y | -38.3% | +4.0% | -42.4% | -36.7% |
| 3Y | +73.4% | +14.0% | +59.3% | +102.7% |
| All | +28.5% | +20.4% | +8.1% | +76.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling