-35.7%
NFLX vs VIVK
-100.0%
+64.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -7.4% | +9.2% | +2.0% |
| 7D | -1.1% | -4.4% | +3.3% | -1.0% |
| 30D | +4.3% | -40.8% | +45.1% | +5.1% |
| 3M | -4.8% | -94.1% | +89.4% | -2.2% |
| 6M | -18.4% | -98.2% | +79.8% | -16.0% |
| YTD | -17.4% | -98.0% | +80.6% | -15.3% |
| 1Y | -35.7% | -100.0% | +64.3% | -34.2% |
| All | -35.7% | -100.0% | +64.3% | -34.2% |
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