+667.4%
NFLX vs VCLT
+17.0%
+650.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.1% | +0.5% |
| 7D | -8.1% | -1.3% | -6.8% | -7.5% |
| 30D | +1.6% | -1.1% | +2.8% | +2.2% |
| 3M | -7.3% | -3.7% | -3.6% | -5.8% |
| 6M | -21.6% | -4.0% | -17.6% | -20.3% |
| YTD | -18.9% | -3.4% | -15.5% | -17.8% |
| 1Y | -39.1% | -4.1% | -34.9% | -38.1% |
| 3Y | +71.7% | +11.0% | +60.7% | +62.0% |
| 5Y | +27.0% | -17.0% | +44.0% | +32.4% |
| All | +667.4% | +17.0% | +650.4% | +618.0% |
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