+448.2%
NFLX vs VCLT
+21.5%
+426.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.4% | -0.7% |
| 7D | -2.0% | -2.3% | +0.3% | -1.0% |
| 30D | -11.9% | +0.8% | -12.7% | -12.2% |
| 3M | -20.6% | -2.7% | -17.9% | -19.6% |
| 6M | -29.0% | -4.3% | -24.7% | -27.6% |
| YTD | -33.7% | -4.3% | -29.4% | -32.5% |
| 1Y | -46.2% | -4.4% | -41.8% | -45.2% |
| 3Y | +39.8% | +13.8% | +26.0% | +30.6% |
| 5Y | -9.0% | -17.0% | +8.0% | -5.1% |
| All | +448.2% | +21.5% | +426.6% | +398.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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