+681.8%
NFLX vs VT
+224.5%
+457.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | 0.0% | -5.3% | -5.3% |
| 7D | -4.2% | +0.4% | -4.7% | -4.7% |
| 30D | +5.5% | +1.0% | +4.5% | +4.3% |
| 3M | -4.1% | +2.4% | -6.4% | -7.0% |
| 6M | -20.7% | +12.0% | -32.7% | -31.0% |
| YTD | -16.5% | +15.3% | -31.9% | -29.9% |
| 1Y | -37.8% | +22.6% | -60.4% | -51.5% |
| 3Y | +77.9% | +74.7% | +3.2% | -8.3% |
| 5Y | +32.5% | +66.1% | -33.6% | -26.0% |
| All | +681.8% | +224.5% | +457.3% | +103.8% |
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