+122.8%
NFLX vs VRT
+2,829.6%
-2,706.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.7% | -5.6% | -2.5% |
| 7D | -5.0% | +13.6% | -18.6% | -7.2% |
| 30D | +3.5% | +6.8% | -3.2% | +2.0% |
| 3M | -7.1% | -3.2% | -3.9% | -8.4% |
| 6M | -22.5% | +20.3% | -42.8% | -27.9% |
| YTD | -18.1% | +79.6% | -97.7% | -31.1% |
| 1Y | -38.3% | +139.0% | -177.3% | -52.1% |
| 3Y | +73.4% | +644.6% | -571.2% | -6.4% |
| 5Y | +26.7% | +1,024.4% | -997.7% | -46.5% |
| All | +122.8% | +2,829.6% | -2,706.8% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VRT.
Daily Out/Under-Performance
Portfolio return minus VRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRT 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 VRT 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