+687.9%
NFLX vs VO
+193.0%
+494.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.1% | -0.2% |
| 7D | -8.1% | -0.6% | -7.5% | -7.6% |
| 30D | -0.3% | -1.9% | +1.6% | +1.4% |
| 3M | -6.6% | +3.3% | -9.9% | -9.5% |
| 6M | -22.7% | +9.7% | -32.4% | -29.5% |
| YTD | -18.9% | +12.6% | -31.5% | -28.0% |
| 1Y | -39.8% | +13.6% | -53.5% | -47.2% |
| 3Y | +71.7% | +56.8% | +14.9% | +9.3% |
| 5Y | +27.2% | +42.3% | -15.0% | -9.5% |
| 10Y | +687.9% | +199.2% | +488.7% | +187.6% |
| All | +687.9% | +193.0% | +494.9% | +187.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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