+70.7%
NFLX vs VRSK
-26.6%
+97.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.2% |
| 7D | -8.1% | -7.7% | -0.3% | -6.5% |
| 30D | +1.6% | -2.8% | +4.5% | +2.2% |
| 3M | -7.3% | -3.7% | -3.6% | -6.8% |
| 6M | -21.6% | -12.8% | -8.8% | -19.8% |
| YTD | -18.9% | -21.0% | +2.0% | -15.3% |
| 1Y | -39.1% | -32.5% | -6.6% | -34.4% |
| All | +70.7% | -26.6% | +97.3% | +77.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling