+448.2%
NFLX vs V
+458.1%
-9.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.6% |
| 7D | -2.0% | +0.9% | -2.9% | -2.5% |
| 30D | -11.9% | +9.0% | -20.9% | -16.4% |
| 3M | -20.6% | +16.7% | -37.3% | -27.7% |
| 6M | -29.0% | +33.4% | -62.4% | -40.5% |
| YTD | -33.7% | +22.4% | -56.1% | -41.8% |
| 1Y | -46.2% | +27.7% | -73.8% | -54.1% |
| 3Y | +39.8% | +78.0% | -38.2% | -4.8% |
| 5Y | -9.0% | +108.5% | -117.5% | -43.9% |
| All | +448.2% | +458.1% | -9.9% | +46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside V.
Daily Out/Under-Performance
Portfolio return minus V return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × V 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 V 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