-8.5%
NFLX vs VRT
+650.8%
-659.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.6% | +2.7% | -0.3% |
| 7D | -2.0% | +10.5% | -12.5% | -3.6% |
| 30D | -11.9% | -9.3% | -2.6% | -11.5% |
| 3M | -20.6% | -29.6% | +9.0% | -17.2% |
| 6M | -29.0% | -45.4% | +16.3% | -23.7% |
| YTD | -33.7% | +24.8% | -58.5% | -42.1% |
| 1Y | -46.2% | +23.6% | -69.8% | -53.1% |
| 3Y | +39.8% | +379.7% | -339.9% | -24.1% |
| All | -8.5% | +650.8% | -659.3% | -62.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling