+689.2%
NFLX vs VCIT
+28.6%
+660.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | 0.0% | -5.3% | -5.3% |
| 7D | -4.2% | -0.3% | -3.9% | -3.9% |
| 30D | +5.5% | -0.8% | +6.2% | +6.3% |
| 3M | -4.1% | -1.0% | -3.0% | -3.0% |
| 6M | -20.7% | -1.8% | -18.8% | -19.2% |
| YTD | -16.5% | -0.7% | -15.8% | -16.0% |
| 1Y | -37.8% | +1.0% | -38.8% | -38.6% |
| 3Y | +77.9% | +18.8% | +59.0% | +45.9% |
| 5Y | +32.5% | +3.5% | +29.0% | +20.0% |
| All | +689.2% | +28.6% | +660.6% | +564.4% |
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