+28.5%
NFLX vs VMC
+53.2%
-24.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.2% | -1.3% |
| 7D | -5.0% | -0.5% | -4.5% | -4.8% |
| 30D | +3.5% | -9.1% | +12.6% | +7.3% |
| 3M | -7.1% | -4.1% | -3.0% | -6.2% |
| 6M | -22.5% | -5.5% | -16.9% | -21.8% |
| YTD | -18.1% | -8.9% | -9.2% | -17.1% |
| 1Y | -38.3% | -12.9% | -25.4% | -36.4% |
| 3Y | +73.4% | +22.1% | +51.2% | +43.7% |
| All | +28.5% | +53.2% | -24.8% | -6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling