+68.2%
NFLX vs VLTO
+54.8%
+13.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.5% | -3.7% | -3.4% |
| 7D | +2.1% | +5.4% | -3.2% | +1.1% |
| 30D | -9.0% | +22.3% | -31.3% | -12.7% |
| 3M | -14.0% | +19.6% | -33.6% | -17.0% |
| 6M | -28.2% | +35.2% | -63.3% | -32.1% |
| YTD | -32.4% | +17.9% | -50.2% | -34.9% |
| 1Y | -42.2% | +19.5% | -61.7% | -44.5% |
| 3Y | +45.9% | +73.9% | -28.1% | +39.9% |
| All | +68.2% | +54.8% | +13.4% | +61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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