+667.4%
NFLX vs VMC
+154.4%
+513.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -8.1% | -3.7% | -4.4% | -7.1% |
| 30D | +1.6% | -12.8% | +14.4% | +5.4% |
| 3M | -7.3% | -7.9% | +0.6% | -5.5% |
| 6M | -21.6% | -7.5% | -14.1% | -20.5% |
| YTD | -18.9% | -11.6% | -7.3% | -17.2% |
| 1Y | -39.1% | -14.3% | -24.8% | -37.4% |
| 3Y | +71.7% | +18.5% | +53.2% | +58.1% |
| 5Y | +27.0% | +46.8% | -19.8% | +9.3% |
| All | +667.4% | +154.4% | +513.0% | +505.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling