+667.4%
NFLX vs V
+384.5%
+282.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -8.1% | -3.0% | -5.0% | -6.3% |
| 30D | +1.6% | +1.2% | +0.4% | +1.0% |
| 3M | -7.3% | +13.9% | -21.2% | -14.3% |
| 6M | -21.6% | +17.2% | -38.8% | -29.1% |
| YTD | -18.9% | +5.3% | -24.3% | -22.0% |
| 1Y | -39.1% | +9.5% | -48.6% | -43.0% |
| 3Y | +71.7% | +51.9% | +19.7% | +28.7% |
| 5Y | +27.0% | +69.6% | -42.6% | -11.9% |
| All | +667.4% | +384.5% | +282.9% | +137.6% |
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