+150.0%
NFLX vs NVT
+732.7%
-582.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.2% | -6.1% | -2.7% |
| 7D | -5.0% | +10.4% | -15.4% | -6.9% |
| 30D | +3.5% | -1.3% | +4.8% | +3.4% |
| 3M | -7.1% | -0.6% | -6.5% | -8.3% |
| 6M | -22.5% | +53.8% | -76.2% | -32.2% |
| YTD | -18.1% | +60.2% | -78.3% | -29.6% |
| 1Y | -38.3% | +76.8% | -115.1% | -48.7% |
| 3Y | +73.4% | +191.2% | -117.9% | +20.7% |
| 5Y | +26.7% | +430.9% | -404.3% | -26.0% |
| All | +150.0% | +732.7% | -582.7% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded NVT 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling