-35.9%
NFLX vs VG
-44.1%
+8.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.7% | -7.6% | -3.1% |
| 7D | -4.4% | +15.1% | -19.5% | -5.1% |
| 30D | -11.0% | -4.2% | -6.8% | -11.0% |
| 3M | -15.5% | -3.1% | -12.4% | -15.6% |
| 6M | -28.5% | +0.3% | -28.8% | -29.1% |
| YTD | -33.1% | +95.5% | -128.6% | -38.5% |
| 1Y | -45.8% | +64.4% | -110.3% | -49.4% |
| All | -35.9% | -44.1% | +8.2% | -40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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