+12,095.9%
NFLX vs VO
+822.3%
+11,273.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.7% | -1.9% | -1.6% |
| 7D | +2.6% | -0.1% | +2.7% | +2.6% |
| 30D | -9.0% | +0.5% | -9.5% | -9.6% |
| 3M | -13.7% | -1.0% | -12.7% | -13.1% |
| 6M | -26.9% | +6.4% | -33.3% | -31.3% |
| YTD | -31.8% | +13.6% | -45.4% | -39.9% |
| 1Y | -42.1% | +14.5% | -56.5% | -49.4% |
| 3Y | +47.0% | +67.2% | -20.3% | -10.3% |
| 5Y | -2.5% | +36.1% | -38.6% | -26.2% |
| 10Y | +423.4% | +199.3% | +224.0% | +92.8% |
| All | +12,095.9% | +822.3% | +11,273.6% | +1,139.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling