+687.9%
NFLX vs VSH
+172.7%
+515.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.1% |
| 7D | -8.1% | +3.5% | -11.6% | -8.8% |
| 30D | -0.3% | -4.4% | +4.0% | +0.2% |
| 3M | -6.6% | -45.8% | +39.2% | +3.8% |
| 6M | -22.7% | +90.1% | -112.8% | -39.4% |
| YTD | -18.9% | +120.3% | -139.2% | -39.8% |
| 1Y | -39.8% | +112.2% | -152.0% | -55.4% |
| 3Y | +71.7% | +36.6% | +35.1% | +38.4% |
| 5Y | +27.2% | +67.0% | -39.8% | -6.0% |
| 10Y | +687.9% | +179.5% | +508.4% | +355.7% |
| All | +687.9% | +172.7% | +515.2% | +355.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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