-39.1%
NFLX vs VFC
-15.3%
-23.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | 0.0% |
| 7D | -8.1% | -4.0% | -4.1% | -8.0% |
| 30D | +1.6% | -14.6% | +16.2% | +1.7% |
| 3M | -7.3% | -23.1% | +15.8% | -7.2% |
| 6M | -21.6% | -25.2% | +3.6% | -21.7% |
| YTD | -18.9% | -29.5% | +10.5% | -19.0% |
| 1Y | -39.1% | -14.4% | -24.7% | -39.0% |
| All | -39.1% | -15.3% | -23.7% | -39.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling