+87.3%
NFLX vs NVD
-99.1%
+186.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.6% | +1.9% |
| 7D | -1.1% | +10.8% | -11.9% | 0.0% |
| 30D | +4.3% | +0.8% | +3.5% | +4.7% |
| 3M | -4.8% | -20.8% | +16.1% | -6.5% |
| 6M | -18.4% | -41.2% | +22.7% | -22.1% |
| YTD | -17.4% | -44.2% | +26.7% | -21.3% |
| 1Y | -35.7% | -54.2% | +18.5% | -39.8% |
| 3Y | +73.8% | -99.1% | +172.9% | +3.3% |
| All | +87.3% | -99.1% | +186.5% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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