+70.7%
NFLX vs VIVK
-100.0%
+170.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.3% | +5.4% | -0.9% |
| 7D | -8.1% | -7.9% | -0.2% | -8.0% |
| 30D | -0.3% | -42.0% | +41.6% | +0.2% |
| 3M | -6.6% | -92.5% | +85.9% | -5.2% |
| 6M | -22.7% | -98.0% | +75.3% | -21.3% |
| YTD | -18.9% | -97.9% | +79.0% | -17.5% |
| 1Y | -39.8% | -100.0% | +60.2% | -39.2% |
| All | +70.7% | -100.0% | +170.7% | +62.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling