+469.2%
NFLX vs VST
+1,143.1%
-673.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.3% | +1.8% |
| 7D | -2.8% | +10.9% | -13.7% | -4.2% |
| 30D | -8.6% | -15.6% | +7.0% | -7.0% |
| 3M | -13.7% | -7.8% | -5.9% | -13.6% |
| 6M | -24.5% | -12.0% | -12.5% | -24.4% |
| YTD | -31.2% | -16.9% | -14.2% | -31.1% |
| 1Y | -43.2% | -25.1% | -18.1% | -42.3% |
| 3Y | +44.3% | +297.1% | -252.7% | +3.0% |
| 5Y | -1.9% | +641.9% | -643.8% | -37.8% |
| All | +469.2% | +1,143.1% | -673.9% | +228.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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