+448.2%
NFLX vs VFC
-48.6%
+496.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.2% | -4.1% | -1.3% |
| 7D | -2.0% | +1.6% | -3.6% | -2.2% |
| 30D | -11.9% | +25.5% | -37.4% | -14.8% |
| 3M | -20.6% | +41.3% | -61.8% | -24.6% |
| 6M | -29.0% | +22.2% | -51.2% | -31.5% |
| YTD | -33.7% | +16.4% | -50.1% | -36.0% |
| 1Y | -46.2% | +38.4% | -84.6% | -49.6% |
| 3Y | +39.8% | +56.2% | -16.4% | +17.5% |
| 5Y | -9.0% | -68.2% | +59.2% | +7.0% |
| All | +448.2% | -48.6% | +496.8% | +510.7% |
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