-37.8%
NFLX vs VRSK
-30.3%
-7.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.5% | -2.8% | -4.9% |
| 7D | -4.2% | -3.1% | -1.1% | -3.7% |
| 30D | +5.5% | -1.6% | +7.0% | +5.5% |
| 3M | -4.1% | +3.5% | -7.6% | -5.0% |
| 6M | -20.7% | -13.4% | -7.3% | -19.2% |
| YTD | -16.5% | -16.5% | 0.0% | -15.0% |
| 1Y | -37.8% | -30.6% | -7.2% | -38.4% |
| All | -37.8% | -30.3% | -7.5% | -38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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