+448.2%
NFLX vs VCIT
+31.0%
+417.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.7% |
| 7D | -2.0% | -1.4% | -0.6% | -0.5% |
| 30D | -11.9% | +0.6% | -12.5% | -12.4% |
| 3M | -20.6% | -2.2% | -18.3% | -18.6% |
| 6M | -29.0% | -2.3% | -26.7% | -27.2% |
| YTD | -33.7% | -2.2% | -31.5% | -32.2% |
| 1Y | -46.2% | -1.4% | -44.8% | -45.4% |
| 3Y | +39.8% | +18.7% | +21.0% | +15.0% |
| 5Y | -9.0% | +3.6% | -12.5% | -17.3% |
| All | +448.2% | +31.0% | +417.1% | +358.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 10y: compounded portfolio wealth divided by compounded VCIT 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…
10y analysis · Full analysis span regression · 6 months rolling