+49.5%
NFLX vs VSXY
+42.7%
+6.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.9% | -5.7% | -2.2% |
| 7D | -5.0% | -6.8% | +1.8% | -4.5% |
| 30D | +3.5% | -20.4% | +23.9% | +5.5% |
| 3M | -7.1% | +2.9% | -10.0% | -7.6% |
| 6M | -22.5% | +67.9% | -90.4% | -27.5% |
| YTD | -18.1% | +44.9% | -63.0% | -22.6% |
| 1Y | -38.3% | +205.9% | -244.3% | -47.3% |
| 3Y | +73.4% | +373.9% | -300.5% | +28.3% |
| 5Y | +26.7% | +23.5% | +3.2% | +11.6% |
| All | +49.5% | +42.7% | +6.8% | +32.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling