+51.3%
NFLT vs VT
+225.6%
-174.3%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.2% |
| 7D | +0.3% | -0.3% | +0.6% | +0.3% |
| 30D | +1.1% | -1.4% | +2.6% | +1.3% |
| 3M | -1.2% | -1.4% | +0.2% | -1.1% |
| 6M | -0.3% | +5.5% | -5.7% | -0.7% |
| YTD | +0.8% | +12.8% | -12.1% | -0.3% |
| 1Y | +1.6% | +15.4% | -13.8% | +0.4% |
| 3Y | +22.7% | +76.9% | -54.2% | +17.1% |
| 5Y | +15.0% | +60.4% | -45.4% | +10.0% |
| 10Y | +42.6% | +232.8% | -190.2% | +31.9% |
| All | +51.3% | +225.6% | -174.3% | +39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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