-2.7%
NFLX vs VST
+561.4%
-564.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +10.6% | -13.8% | -4.4% |
| 7D | +2.1% | -9.8% | +11.9% | +3.0% |
| 30D | -9.0% | -25.1% | +16.1% | -6.3% |
| 3M | -14.0% | -11.6% | -2.4% | -13.5% |
| 6M | -28.2% | -20.9% | -7.2% | -27.2% |
| YTD | -32.4% | -22.3% | -10.1% | -31.8% |
| 1Y | -42.2% | -32.0% | -10.2% | -40.6% |
| 3Y | +45.9% | +262.4% | -216.5% | -0.8% |
| All | -2.7% | +561.4% | -564.1% | -39.9% |
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