+11,407.2%
NFLX vs VRSK
+593.4%
+10,813.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.7% |
| 7D | -8.1% | -5.4% | -2.7% | -5.6% |
| 30D | -0.3% | -1.8% | +1.4% | +0.4% |
| 3M | -6.6% | -2.2% | -4.4% | -6.3% |
| 6M | -22.7% | -14.9% | -7.8% | -17.6% |
| YTD | -18.9% | -20.0% | +1.1% | -11.3% |
| 1Y | -39.8% | -33.1% | -6.7% | -28.2% |
| 3Y | +71.7% | -25.6% | +97.3% | +88.1% |
| 5Y | +27.2% | -10.1% | +37.4% | +24.4% |
| 10Y | +687.9% | +128.4% | +559.5% | +357.3% |
| All | +11,407.2% | +593.4% | +10,813.9% | +4,011.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling