-37.8%
NFLX vs VMC
-8.5%
-29.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.9% | -6.3% | -5.3% |
| 7D | -4.2% | -4.3% | +0.1% | -4.3% |
| 30D | +5.5% | -8.2% | +13.7% | +5.2% |
| 3M | -4.1% | -7.0% | +3.0% | -4.0% |
| 6M | -20.7% | -10.8% | -9.9% | -21.0% |
| YTD | -16.5% | -7.4% | -9.2% | -16.1% |
| 1Y | -37.8% | -9.5% | -28.3% | -37.0% |
| All | -37.8% | -8.5% | -29.3% | -37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling