+681.4%
NFLX vs VEA
+165.0%
+516.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.8% | +0.9% |
| 7D | -1.1% | -1.5% | +0.4% | +0.2% |
| 30D | +4.3% | -0.8% | +5.1% | +5.0% |
| 3M | -4.8% | +2.5% | -7.2% | -7.3% |
| 6M | -18.4% | +11.1% | -29.6% | -27.2% |
| YTD | -17.4% | +17.2% | -34.6% | -30.3% |
| 1Y | -35.7% | +24.5% | -60.2% | -49.0% |
| 3Y | +73.8% | +75.4% | -1.6% | -2.4% |
| 5Y | +29.3% | +61.1% | -31.8% | -20.9% |
| All | +681.4% | +165.0% | +516.4% | +204.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 VEA 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