-0.6%
NFLX vs NVTS
-36.0%
+35.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.4% | +5.5% | -0.5% |
| 7D | -2.0% | +3.9% | -5.9% | -2.2% |
| 30D | -11.9% | -4.3% | -7.6% | -12.0% |
| 3M | -20.6% | -34.5% | +13.9% | -19.2% |
| 6M | -29.0% | -57.7% | +28.7% | -26.9% |
| YTD | -33.7% | +25.4% | -59.1% | -38.4% |
| 1Y | -46.2% | +13.1% | -59.3% | -49.7% |
| 3Y | +39.8% | +48.9% | -9.1% | +17.3% |
| 5Y | -9.0% | -51.8% | +42.8% | -22.3% |
| All | -0.6% | -36.0% | +35.4% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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