-34.0%
NFLX vs VG
-46.6%
+12.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.5% | -3.5% | +1.7% |
| 7D | -2.8% | +5.5% | -8.3% | -3.1% |
| 30D | -8.6% | -3.6% | -5.0% | -8.6% |
| 3M | -13.7% | -4.0% | -9.7% | -13.8% |
| 6M | -24.5% | +9.4% | -33.9% | -25.8% |
| YTD | -31.2% | +86.6% | -117.8% | -36.5% |
| 1Y | -43.2% | +69.5% | -112.7% | -47.2% |
| All | -34.0% | -46.6% | +12.6% | -39.0% |
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