-7.7%
NFLX vs VST
+642.1%
-649.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.8% | -3.7% | -3.0% |
| 7D | -4.4% | +19.2% | -23.5% | -6.3% |
| 30D | -11.0% | -17.2% | +6.1% | -9.4% |
| 3M | -15.5% | -8.1% | -7.4% | -15.4% |
| 6M | -28.5% | -8.1% | -20.3% | -28.9% |
| YTD | -33.1% | -16.3% | -16.9% | -33.2% |
| 1Y | -45.8% | -24.1% | -21.7% | -45.1% |
| 3Y | +40.2% | +300.2% | -260.0% | -6.4% |
| All | -7.7% | +642.1% | -649.8% | -44.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling