-8.5%
NFLX vs VSXY
+106.2%
-114.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.3% | -1.0% |
| 7D | -2.0% | -1.7% | -0.2% | -1.8% |
| 30D | -11.9% | +20.1% | -32.0% | -13.5% |
| 3M | -20.6% | +16.6% | -37.2% | -22.0% |
| 6M | -29.0% | +134.9% | -164.0% | -36.1% |
| YTD | -33.7% | +96.0% | -129.7% | -39.6% |
| 1Y | -46.2% | +203.8% | -249.9% | -54.0% |
| 3Y | +39.8% | +465.3% | -425.6% | -1.0% |
| All | -8.5% | +106.2% | -114.7% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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