+516.9%
NFLX vs VST
+866.2%
-349.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.2% | +4.9% | -0.5% |
| 7D | +5.7% | -19.9% | +25.6% | +8.4% |
| 30D | -4.6% | -29.7% | +25.1% | -0.7% |
| 3M | -11.6% | -19.6% | +7.9% | -9.9% |
| 6M | -25.4% | -29.4% | +4.0% | -23.0% |
| YTD | -30.1% | -29.7% | -0.4% | -28.4% |
| 1Y | -40.3% | -40.0% | -0.3% | -37.5% |
| 3Y | +51.6% | +231.0% | -179.4% | +12.0% |
| 5Y | +1.5% | +500.1% | -498.5% | -32.9% |
| 10Y | +437.2% | +1,004.2% | -567.0% | +241.1% |
| All | +516.9% | +866.2% | -349.3% | +289.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling