+27.0%
NFLX vs VIVK
-100.0%
+127.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | 0.0% |
| 7D | -8.1% | -9.5% | +1.4% | -8.0% |
| 30D | +1.6% | -35.1% | +36.7% | +1.8% |
| 3M | -7.3% | -93.4% | +86.1% | -6.9% |
| 6M | -21.6% | -98.0% | +76.4% | -21.2% |
| YTD | -18.9% | -97.9% | +78.9% | -18.4% |
| 1Y | -39.1% | -100.0% | +60.9% | -39.6% |
| 3Y | +71.7% | -100.0% | +171.6% | +70.3% |
| 5Y | +27.0% | -100.0% | +127.0% | +25.1% |
| All | +27.0% | -100.0% | +127.0% | +25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling