+21.6%
NFLX vs NVTS
-17.0%
+38.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.4% | -0.8% |
| 7D | -8.1% | +3.5% | -11.6% | -8.3% |
| 30D | -0.3% | -11.9% | +11.6% | +0.2% |
| 3M | -6.6% | -49.2% | +42.6% | -3.6% |
| 6M | -22.7% | +38.4% | -61.1% | -27.2% |
| YTD | -18.9% | +62.5% | -81.4% | -25.4% |
| 1Y | -39.8% | +101.4% | -141.2% | -46.5% |
| 3Y | +71.7% | +40.4% | +31.3% | +53.9% |
| All | +21.6% | -17.0% | +38.6% | +6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling