-39.3%
NFLX vs VIVK
-100.0%
+60.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -27.5% | +32.1% | +5.2% |
| 7D | +7.1% | -68.7% | +75.8% | +9.4% |
| 30D | -1.6% | -90.0% | +88.4% | +2.6% |
| 3M | -9.8% | -98.1% | +88.3% | -2.7% |
| 6M | -27.1% | -99.9% | +72.9% | -18.2% |
| YTD | -29.2% | -99.9% | +70.7% | -22.2% |
| 1Y | -39.3% | -100.0% | +60.7% | -22.3% |
| All | -39.3% | -100.0% | +60.7% | -22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 1y: compounded portfolio wealth divided by compounded VIVK 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…
1y analysis · Full analysis span regression · 6 months rolling