+448.1%
NFLX vs V
+444.9%
+3.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | -0.3% | +0.6% | -0.9% | -0.6% |
| 30D | -10.0% | +9.7% | -19.8% | -15.0% |
| 3M | -17.1% | +17.3% | -34.4% | -24.7% |
| 6M | -27.7% | +33.2% | -60.9% | -39.3% |
| YTD | -32.5% | +21.3% | -53.9% | -40.5% |
| 1Y | -43.5% | +27.3% | -70.9% | -51.7% |
| 3Y | +41.4% | +76.1% | -34.6% | -2.9% |
| 5Y | -2.2% | +103.5% | -105.7% | -38.9% |
| 10Y | +448.1% | +454.5% | -6.4% | +51.0% |
| All | +448.1% | +444.9% | +3.1% | +51.0% |
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