+409.0%
NFLX vs VT
+215.5%
+193.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.5% | -3.5% |
| 7D | +2.1% | -2.3% | +4.5% | +4.6% |
| 30D | -9.0% | -5.0% | -4.1% | -4.2% |
| 3M | -14.0% | -4.9% | -9.1% | -9.6% |
| 6M | -28.2% | -1.5% | -26.6% | -27.8% |
| YTD | -32.4% | +8.5% | -40.9% | -39.5% |
| 1Y | -42.2% | +11.4% | -53.6% | -50.0% |
| 3Y | +45.9% | +70.1% | -24.2% | -22.8% |
| 5Y | -1.8% | +53.7% | -55.5% | -40.6% |
| All | +409.0% | +215.5% | +193.5% | +40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling