+1,249.4%
NFLX vs USFR
+27.5%
+1,221.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | 0.0% | -5.4% | -5.4% |
| 7D | -4.2% | +0.1% | -4.3% | -4.3% |
| 30D | +5.5% | +0.3% | +5.2% | +5.3% |
| 3M | -4.1% | +1.0% | -5.1% | -4.5% |
| 6M | -20.7% | +1.9% | -22.6% | -21.4% |
| YTD | -16.5% | +2.6% | -19.2% | -17.5% |
| 1Y | -37.8% | +4.0% | -41.8% | -38.9% |
| 3Y | +77.9% | +14.1% | +63.8% | +67.8% |
| 5Y | +32.5% | +20.4% | +12.1% | +21.9% |
| 10Y | +703.6% | +28.0% | +675.5% | +615.4% |
| All | +1,249.4% | +27.5% | +1,221.9% | +1,092.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling