-1.9%
NFLX vs USFR
+21.4%
-23.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | -2.8% | +0.1% | -2.9% | -2.8% |
| 30D | -8.6% | +0.4% | -9.0% | -8.6% |
| 3M | -13.7% | +1.1% | -14.8% | -13.8% |
| 6M | -24.5% | +2.1% | -26.5% | -24.6% |
| YTD | -31.2% | +3.4% | -34.6% | -31.0% |
| 1Y | -43.2% | +4.1% | -47.3% | -42.9% |
| 3Y | +44.3% | +14.4% | +29.9% | +57.4% |
| 5Y | -1.9% | +21.4% | -23.3% | +18.3% |
| All | -1.9% | +21.4% | -23.2% | +18.3% |
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