+82.0%
NFLX vs VRT
+2,012.3%
-1,930.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.5% | -4.4% | -3.1% |
| 7D | -4.4% | +18.6% | -23.0% | -7.1% |
| 30D | -11.0% | -11.7% | +0.6% | -10.2% |
| 3M | -15.5% | -27.3% | +11.8% | -12.4% |
| 6M | -28.5% | -42.9% | +14.4% | -23.8% |
| YTD | -33.1% | +29.5% | -62.6% | -41.4% |
| 1Y | -45.8% | +21.0% | -66.9% | -52.1% |
| 3Y | +40.2% | +403.1% | -362.9% | -19.5% |
| 5Y | -8.2% | +688.8% | -697.0% | -59.3% |
| All | +82.0% | +2,012.3% | -1,930.3% | -30.0% |
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