+25.2%
NFLX vs NVTS
-15.6%
+40.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +6.3% | -11.7% | -5.7% |
| 7D | -4.2% | +2.7% | -6.9% | -4.4% |
| 30D | +5.5% | -4.5% | +9.9% | +5.5% |
| 3M | -4.1% | -61.5% | +57.5% | +0.6% |
| 6M | -20.7% | +28.0% | -48.7% | -24.9% |
| YTD | -16.5% | +65.3% | -81.8% | -23.3% |
| 1Y | -37.8% | +113.0% | -150.8% | -44.9% |
| 3Y | +77.9% | +34.7% | +43.2% | +61.7% |
| All | +25.2% | -15.6% | +40.8% | +9.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling