+52,297.5%
NFLX vs VMC
+730.6%
+51,566.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.4% | -2.4% |
| 7D | -4.4% | -1.7% | -2.7% | -3.8% |
| 30D | -11.0% | +15.3% | -26.3% | -15.4% |
| 3M | -15.5% | +0.3% | -15.8% | -15.9% |
| 6M | -28.5% | +0.9% | -29.4% | -29.3% |
| YTD | -33.1% | -1.0% | -32.1% | -34.1% |
| 1Y | -45.8% | -4.3% | -41.5% | -46.1% |
| 3Y | +40.2% | +35.3% | +4.8% | +21.7% |
| 5Y | -8.2% | +44.4% | -52.6% | -22.5% |
| 10Y | +446.2% | +128.0% | +318.2% | +261.6% |
| All | +52,297.5% | +730.6% | +51,566.9% | +11,828.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling