+667.4%
NFLX vs VIG
+247.5%
+419.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.4% | +0.4% |
| 7D | -8.1% | -2.2% | -5.8% | -5.9% |
| 30D | +1.6% | -3.2% | +4.9% | +5.0% |
| 3M | -7.3% | +3.0% | -10.3% | -10.0% |
| 6M | -21.6% | +8.1% | -29.7% | -27.7% |
| YTD | -18.9% | +9.1% | -28.0% | -26.0% |
| 1Y | -39.1% | +12.6% | -51.7% | -46.3% |
| 3Y | +71.7% | +55.4% | +16.3% | +8.1% |
| 5Y | +27.0% | +62.8% | -35.8% | -22.1% |
| All | +667.4% | +247.5% | +419.8% | +112.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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