+687.9%
NFLX vs VFC
-69.4%
+757.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.6% |
| 7D | -8.1% | -2.3% | -5.8% | -7.8% |
| 30D | -0.3% | -13.4% | +13.0% | +1.7% |
| 3M | -6.6% | -23.7% | +17.1% | -3.4% |
| 6M | -22.7% | -24.5% | +1.8% | -20.2% |
| YTD | -18.9% | -27.8% | +8.9% | -16.1% |
| 1Y | -39.8% | -13.5% | -26.4% | -40.0% |
| 3Y | +71.7% | -27.1% | +98.8% | +63.2% |
| 5Y | +27.2% | -79.0% | +106.3% | +58.5% |
| 10Y | +687.9% | -68.7% | +756.6% | +833.5% |
| All | +687.9% | -69.4% | +757.2% | +833.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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