+462.3%
NFLX vs VT
+224.4%
+237.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +0.8% |
| 7D | -2.8% | -0.7% | -2.1% | -2.2% |
| 30D | -8.6% | -1.7% | -6.8% | -7.1% |
| 3M | -13.7% | -2.3% | -11.4% | -11.9% |
| 6M | -24.5% | +1.5% | -26.0% | -26.6% |
| YTD | -31.2% | +12.0% | -43.2% | -40.6% |
| 1Y | -43.2% | +12.9% | -56.1% | -51.5% |
| 3Y | +44.3% | +74.9% | -30.6% | -25.9% |
| 5Y | -1.9% | +59.9% | -61.8% | -43.0% |
| 10Y | +462.3% | +224.6% | +237.7% | +56.4% |
| All | +462.3% | +224.4% | +237.9% | +56.4% |
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