-8.2%
NFLX vs NVTS
-48.0%
+39.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.1% | +2.2% | -2.6% |
| 7D | -4.4% | +21.6% | -26.0% | -5.5% |
| 30D | -11.0% | -8.5% | -2.5% | -10.9% |
| 3M | -15.5% | -31.4% | +15.8% | -14.2% |
| 6M | -28.5% | -50.3% | +21.9% | -27.1% |
| YTD | -33.1% | +33.9% | -67.0% | -38.1% |
| 1Y | -45.8% | +10.6% | -56.5% | -49.3% |
| 3Y | +40.2% | +52.7% | -12.5% | +18.5% |
| 5Y | -8.2% | -48.5% | +40.3% | -23.3% |
| All | -8.2% | -48.0% | +39.9% | -23.3% |
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