+45.9%
NFLX vs VST
+264.2%
-218.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +10.6% | -13.8% | -4.2% |
| 7D | +2.1% | -9.8% | +11.9% | +2.9% |
| 30D | -9.0% | -25.1% | +16.1% | -6.8% |
| 3M | -14.0% | -11.6% | -2.4% | -13.6% |
| 6M | -28.2% | -20.9% | -7.2% | -27.3% |
| YTD | -32.4% | -22.3% | -10.1% | -32.0% |
| 1Y | -42.2% | -32.0% | -10.2% | -40.8% |
| 3Y | +45.9% | +262.4% | -216.5% | +20.7% |
| All | +45.9% | +264.2% | -218.4% | +20.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling