+7,105.2%
NFLX vs VCLT
+98.6%
+7,006.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.4% | -0.8% |
| 7D | -2.0% | -2.3% | +0.3% | -1.5% |
| 30D | -11.9% | +0.8% | -12.7% | -12.0% |
| 3M | -20.6% | -2.7% | -17.9% | -20.1% |
| 6M | -29.0% | -4.3% | -24.7% | -28.4% |
| YTD | -33.7% | -4.3% | -29.4% | -33.2% |
| 1Y | -46.2% | -4.4% | -41.8% | -45.7% |
| 3Y | +39.8% | +13.8% | +26.0% | +36.2% |
| 5Y | -9.0% | -17.0% | +8.0% | -10.3% |
| 10Y | +441.5% | +20.9% | +420.5% | +476.1% |
| All | +7,105.2% | +98.6% | +7,006.6% | +11,010.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling