+26.7%
NFLX vs VFC
-78.3%
+105.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -1.6% |
| 7D | -5.0% | +0.8% | -5.8% | -5.1% |
| 30D | +3.5% | -11.9% | +15.5% | +5.3% |
| 3M | -7.1% | -20.2% | +13.1% | -4.7% |
| 6M | -22.5% | -23.0% | +0.5% | -20.4% |
| YTD | -18.1% | -26.2% | +8.1% | -15.7% |
| 1Y | -38.3% | -13.3% | -25.0% | -38.5% |
| 3Y | +73.4% | -25.5% | +98.8% | +64.9% |
| 5Y | +26.7% | -78.1% | +104.8% | +112.6% |
| All | +26.7% | -78.3% | +105.0% | +112.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling