+971.8%
NFLX vs USFR
+28.6%
+943.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -2.0% | +0.1% | -2.0% | -2.0% |
| 30D | -11.9% | +0.4% | -12.3% | -12.1% |
| 3M | -20.6% | +1.1% | -21.6% | -20.9% |
| 6M | -29.0% | +2.0% | -31.1% | -29.7% |
| YTD | -33.7% | +3.5% | -37.2% | -34.7% |
| 1Y | -46.2% | +4.1% | -50.2% | -47.1% |
| 3Y | +39.8% | +14.4% | +25.4% | +31.7% |
| 5Y | -9.0% | +21.4% | -30.4% | -16.5% |
| 10Y | +441.5% | +28.6% | +412.9% | +381.4% |
| All | +971.8% | +28.6% | +943.2% | +843.5% |
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