+13,238.1%
NFLX vs VIVK
-100.0%
+13,338.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +7.7% | -9.5% | -1.9% |
| 7D | -5.0% | +13.1% | -18.0% | -5.0% |
| 30D | +3.5% | -29.7% | +33.2% | +3.5% |
| 3M | -7.1% | -93.0% | +85.9% | -7.2% |
| 6M | -22.5% | -98.0% | +75.5% | -22.6% |
| YTD | -18.1% | -97.8% | +79.6% | -18.2% |
| 1Y | -38.3% | -100.0% | +61.6% | -38.5% |
| 3Y | +73.4% | -100.0% | +173.4% | +73.0% |
| 5Y | +26.7% | -100.0% | +126.7% | +26.4% |
| 10Y | +670.3% | -100.0% | +770.3% | +675.1% |
| All | +13,238.1% | -100.0% | +13,338.1% | +14,115.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling